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Forecasting Austrian GDP Using the Generalized Dynamic Factor Model

Forecasting Austrian GDP Using the Generalized Dynamic Factor Model PDF Author: Martin Schneider
Publisher:
ISBN:
Category : Austria
Languages : en
Pages : 48

Book Description

Forecasting Austrian GDP Using the Generalized Dynamic Factor Model

Forecasting Austrian GDP Using the Generalized Dynamic Factor Model PDF Author: Martin Schneider
Publisher:
ISBN:
Category : Austria
Languages : en
Pages : 48

Book Description

An Unobserved Components Model to Forecast Austrian GDP

An Unobserved Components Model to Forecast Austrian GDP PDF Author: Gerhard Fenz
Publisher:
ISBN:
Category : Austria
Languages : en
Pages : 36

Book Description

Short-term GDP Forecasting with a Mixed Frequency Dynamic Factor Model with Stochastic Volatility

Short-term GDP Forecasting with a Mixed Frequency Dynamic Factor Model with Stochastic Volatility PDF Author: Massimiliano Marcellino
Publisher:
ISBN:
Category : Gross domestic product
Languages : en
Pages : 54

Book Description

Nowcasting and Short-term Forecasting of Russian GDP with a Dynamic Factor Model

Nowcasting and Short-term Forecasting of Russian GDP with a Dynamic Factor Model PDF Author:
Publisher:
ISBN: 9789523230491
Category :
Languages : en
Pages : 41

Book Description

Journal of the American Statistical Association

Journal of the American Statistical Association PDF Author:
Publisher:
ISBN:
Category : Electronic journals
Languages : en
Pages : 1542

Book Description

Nowcasting GDP with a Large Factor Model Space

Nowcasting GDP with a Large Factor Model Space PDF Author: Sercan Eraslan
Publisher:
ISBN: 9783957296405
Category :
Languages : de
Pages :

Book Description

Real-Time Forecasting of GDP Based on a Large Factor Model with Monthly and Quarterly Data

Real-Time Forecasting of GDP Based on a Large Factor Model with Monthly and Quarterly Data PDF Author: Christian Schumacher
Publisher:
ISBN:
Category :
Languages : en
Pages : 60

Book Description
This paper discusses a factor model for estimating monthly GDP using a large number of monthly and quarterly time series in real-time. To take into account the different periodicities of the data and missing observations at the end of the sample, the factors are estimated by applying an EM algorithm combined with a principal components estimator. We discuss the in-sample properties of the estimator in real-time environments and methods for out-of-sample forecasting. As an empirical application, we estimate monthly German GDP in real-time, discuss the nowcast and forecast accuracy of the model and the role of revisions. Furthermore, we assess the contribution of timely monthly data to the forecast performance.

Estimates of the Open Economy New Keynesian Phillips Curve for Euro Area Countries

Estimates of the Open Economy New Keynesian Phillips Curve for Euro Area Countries PDF Author: Fabio Rumler
Publisher:
ISBN:
Category : European Union countries
Languages : en
Pages : 56

Book Description

Three Lectures on Monetary Theory and Policy

Three Lectures on Monetary Theory and Policy PDF Author: David E. W. Laidler
Publisher:
ISBN:
Category : Monetary policy
Languages : en
Pages : 136

Book Description

European Financial Market Integration in the Gründerboom and Gründerkrach

European Financial Market Integration in the Gründerboom and Gründerkrach PDF Author: Markus Baltzer
Publisher:
ISBN:
Category : Stocks
Languages : en
Pages : 72

Book Description

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