Tony Chernis
Personal Details
First Name: | Tony |
Middle Name: | |
Last Name: | Chernis |
Suffix: | |
RePEc Short-ID: | pch1679 |
[This author has chosen not to make the email address public] | |
http://www.bankofcanada.ca/profile/tony-chernis/ | |
Terminal Degree: | Economics Department; University of Strathclyde (from RePEc Genealogy) |
Affiliation
Bank of Canada
Ottawa, Canadahttp://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024.
"Decision synthesis in monetary policy,"
Papers
2406.03321, arXiv.org.
- Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision Synthesis in Monetary Policy," Staff Working Papers 24-30, Bank of Canada.
- Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023.
"Predictive Density Combination Using a Tree-Based Synthesis Function,"
Papers
2311.12671, arXiv.org.
- Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Working Papers 23-30, Federal Reserve Bank of Cleveland.
- Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Staff Working Papers 23-61, Bank of Canada.
- Tony Chernis, 2023.
"Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis,"
Staff Working Papers
23-45, Bank of Canada.
- Chernis Tony, 2024. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 293-317, April.
- Tony Chernis & Taylor Webley, 2022. "Nowcasting Canadian GDP with Density Combinations," Discussion Papers 2022-12, Bank of Canada.
- Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2022.
"Reassessing the dependence between economic growth and financial conditions since 1973,"
CAMA Working Papers
2022-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2023. "Reassessing the dependence between economic growth and financial conditions since 1973," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 260-267, March.
- Tony Chernis & Chris D'Souza & Kevin MacLean & Tasha Reader & Joshua Slive & Farrukh Suvankulov, 2022. "The Business Leaders’ Pulse—An Online Business Survey," Discussion Papers 2022-14, Bank of Canada.
- Tony Chernis & Rodrigo Sekkel, 2018. "Nowcasting Canadian Economic Activity in an Uncertain Environment," Discussion Papers 18-9, Bank of Canada.
- Tony Chernis & Corinne Luu, 2018. "Disaggregating Household Sensitivity to Monetary Policy by Expenditure Category," Staff Analytical Notes 2018-32, Bank of Canada.
- André Binette & Tony Chernis & Daniel de Munnik, 2017. "Global Real Activity for Canadian Exports: GRACE," Discussion Papers 17-2, Bank of Canada.
- Tony Chernis & Rodrigo Sekkel, 2017.
"A Dynamic Factor Model for Nowcasting Canadian GDP Growth,"
Staff Working Papers
17-2, Bank of Canada.
- Tony Chernis & Rodrigo Sekkel, 2017. "A dynamic factor model for nowcasting Canadian GDP growth," Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
- Tony Chernis & Calista Cheung & Gabriella Velasco, 2017.
"A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth,"
Discussion Papers
17-8, Bank of Canada.
- Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020. "A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth," International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
Articles
- Chernis Tony, 2024.
"Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 293-317, April.
- Tony Chernis, 2023. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers 23-45, Bank of Canada.
- Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2023.
"Reassessing the dependence between economic growth and financial conditions since 1973,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 260-267, March.
- Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2022. "Reassessing the dependence between economic growth and financial conditions since 1973," CAMA Working Papers 2022-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020.
"A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth,"
International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
- Tony Chernis & Calista Cheung & Gabriella Velasco, 2017. "A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth," Discussion Papers 17-8, Bank of Canada.
- Tony Chernis & Rodrigo Sekkel, 2017.
"A dynamic factor model for nowcasting Canadian GDP growth,"
Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
- Tony Chernis & Rodrigo Sekkel, 2017. "A Dynamic Factor Model for Nowcasting Canadian GDP Growth," Staff Working Papers 17-2, Bank of Canada.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Tony Chernis & Rodrigo Sekkel, 2017.
"A Dynamic Factor Model for Nowcasting Canadian GDP Growth,"
Staff Working Papers
17-2, Bank of Canada.
- Tony Chernis & Rodrigo Sekkel, 2017. "A dynamic factor model for nowcasting Canadian GDP growth," Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
Mentioned in:
Working papers
- Tony Chernis & Taylor Webley, 2022.
"Nowcasting Canadian GDP with Density Combinations,"
Discussion Papers
2022-12, Bank of Canada.
Cited by:
- Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024.
"Decision synthesis in monetary policy,"
Papers
2406.03321, arXiv.org.
- Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision Synthesis in Monetary Policy," Staff Working Papers 24-30, Bank of Canada.
- Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024.
"Decision synthesis in monetary policy,"
Papers
2406.03321, arXiv.org.
- Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2022.
"Reassessing the dependence between economic growth and financial conditions since 1973,"
CAMA Working Papers
2022-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2023. "Reassessing the dependence between economic growth and financial conditions since 1973," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 260-267, March.
Cited by:
- Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2023. "Fiscal Policy Regimes in Resource-Rich Economies," Working Papers No 13/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Aaron Amburgey & Michael W. McCracken, 2023. "Growth-at-Risk is Investment-at-Risk," Working Papers 2023-020, Federal Reserve Bank of St. Louis, revised 16 Aug 2024.
- Tony Chernis & Rodrigo Sekkel, 2018.
"Nowcasting Canadian Economic Activity in an Uncertain Environment,"
Discussion Papers
18-9, Bank of Canada.
Cited by:
- Knotek, Edward S. & Zaman, Saeed, 2023.
"Real-time density nowcasts of US inflation: A model combination approach,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1736-1760.
- Edward S. Knotek & Saeed Zaman, 2020. "Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach," Working Papers 20-31, Federal Reserve Bank of Cleveland.
- Edward Knotek & Saeed Zaman, 2020. "Real-time density nowcasts of US inflation: a model-combination approach," Working Papers 2015, University of Strathclyde Business School, Department of Economics.
- Patrick Rizzetto, 2018. "GDP by Industry in Real Time: Are Revisions Well Behaved?," Staff Analytical Notes 2018-40, Bank of Canada.
- Taylor Webley & Carla Valerio & Maureen MacIsaac, 2020. "Characterizing Breadth in Canadian Economic Activity," Staff Analytical Notes 2020-1, Bank of Canada.
- Knotek, Edward S. & Zaman, Saeed, 2023.
"Real-time density nowcasts of US inflation: A model combination approach,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1736-1760.
- André Binette & Tony Chernis & Daniel de Munnik, 2017.
"Global Real Activity for Canadian Exports: GRACE,"
Discussion Papers
17-2, Bank of Canada.
Cited by:
- Tony Chernis & Calista Cheung & Gabriella Velasco, 2017.
"A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth,"
Discussion Papers
17-8, Bank of Canada.
- Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020. "A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth," International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
- Sharon Kozicki & Jill Vardy, 2017. "Communicating Uncertainty in Monetary Policy," Discussion Papers 17-14, Bank of Canada.
- Paul Corrigan & Hélène Desgagnés & José Dorich & Vadym Lepetyuk & Wataru Miyamoto & Yang Zhang, 2021. "ToTEM III: The Bank of Canada’s Main DSGE Model for Projection and Policy Analysis," Technical Reports 119, Bank of Canada.
- José Dorich & Vadym Lepetyuk & Jonathan Swarbrick, 2018. "Weakness in Non-Commodity Exports: Demand versus Supply Factors," Staff Analytical Notes 2018-28, Bank of Canada.
- Patrick Alexander & Jean-Philippe Cayen & Alex Proulx, 2017. "An Improved Equation for Predicting Canadian Non-Commodity Exports," Discussion Papers 17-1, Bank of Canada.
- Taylor Webley, 2018. "Characterizing Canada’s Export Sector by Industry: A Supply-Side Perspective," Staff Analytical Notes 2018-27, Bank of Canada.
- Dany Brouillette & José Dorich & Chris D'Souza & Adrienne Gagnon & Claudia Godbout, 2018. "What Is Restraining Non-Energy Export Growth?," Staff Analytical Notes 2018-25, Bank of Canada.
- Tony Chernis & Calista Cheung & Gabriella Velasco, 2017.
"A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth,"
Discussion Papers
17-8, Bank of Canada.
- Tony Chernis & Rodrigo Sekkel, 2017.
"A Dynamic Factor Model for Nowcasting Canadian GDP Growth,"
Staff Working Papers
17-2, Bank of Canada.
- Tony Chernis & Rodrigo Sekkel, 2017. "A dynamic factor model for nowcasting Canadian GDP growth," Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
Cited by:
- Christiane Baumeister & Pierre Guérin, 2020.
"A Comparison of Monthly Global Indicators for Forecasting Growth,"
CESifo Working Paper Series
8656, CESifo.
- Baumeister, Christiane & Guérin, Pierre, 2021. "A comparison of monthly global indicators for forecasting growth," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1276-1295.
- Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," NBER Working Papers 28014, National Bureau of Economic Research, Inc.
- Christiane Baumeister & Pierre Guérin, 2020. "A comparison of monthly global indicators for forecasting growth," CAMA Working Papers 2020-93, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Baumeister, Christiane & Guerin, Pierre, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CEPR Discussion Papers 15403, C.E.P.R. Discussion Papers.
- Chien-jung Ting & Yi-Long Hsiao & Rui-jun Su, 2022. "Application of the Real-Time Tourism Data in Nowcasting the Service Consumption in Taiwan," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(4), pages 1-4.
- Tingguo Zheng & Xinyue Fan & Wei Jin & Kuangnan Fang, 2024. "Forecasting CPI with multisource data: The value of media and internet information," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(3), pages 702-753, April.
- Stankevich, Ivan, 2020. "Comparison of macroeconomic indicators nowcasting methods: Russian GDP case," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 113-127.
- Christian Glocker & Philipp Wegmüller, 2017.
"Business Cycle Dating and Forecasting with Real-time Swiss GDP Data,"
WIFO Working Papers
542, WIFO.
- Christian Glocker & Philipp Wegmueller, 2020. "Business cycle dating and forecasting with real-time Swiss GDP data," Empirical Economics, Springer, vol. 58(1), pages 73-105, January.
- Chris D'Souza & Jane Voll, 2021. "Qualitative Field Research in Monetary Policy Making," Discussion Papers 2021-1, Bank of Canada.
- Tony Chernis & Calista Cheung & Gabriella Velasco, 2017.
"A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth,"
Discussion Papers
17-8, Bank of Canada.
- Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020. "A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth," International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
- Shafiullah Qureshi & Ba Chu & Fanny S. Demers, 2021. "Forecasting Canadian GDP Growth with Machine Learning," Carleton Economic Papers 21-05, Carleton University, Department of Economics.
- Julien Champagne & Guillaume Poulin‐Bellisle & Rodrigo Sekkel, 2020. "Introducing the Bank of Canada staff economic projections database," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 114-129, January.
- Daniel Hopp, 2022. "Benchmarking Econometric and Machine Learning Methodologies in Nowcasting," Papers 2205.03318, arXiv.org.
- Daniel Baquero & Manuel Gonzalez-Astudillo, 2018. "A Nowcasting Model for the Growth Rate of Real GDP of Ecuador : Implementing a Time-Varying Intercept," Finance and Economics Discussion Series 2018-044, Board of Governors of the Federal Reserve System (U.S.).
- James Chapman & Ajit Desai, 2021. "Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19," Staff Working Papers 21-2, Bank of Canada.
- Zhang, Yixiao & Yu, Cindy L. & Li, Haitao, 2022. "Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: A Bayesian Approach," Econometrics and Statistics, Elsevier, vol. 24(C), pages 75-93.
- Tony Chernis & Taylor Webley, 2022. "Nowcasting Canadian GDP with Density Combinations," Discussion Papers 2022-12, Bank of Canada.
- Patrick Rizzetto, 2018. "GDP by Industry in Real Time: Are Revisions Well Behaved?," Staff Analytical Notes 2018-40, Bank of Canada.
- Krist'of N'emeth & D'aniel Hadh'azi, 2023. "GDP nowcasting with artificial neural networks: How much does long-term memory matter?," Papers 2304.05805, arXiv.org, revised Feb 2024.
- Evzen Kocenda & Karen Poghosyan, 2018.
"Nowcasting real GDP growth with business tendency surveys data: A cross country analysis,"
KIER Working Papers
1002, Kyoto University, Institute of Economic Research.
- Evzen Kocenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Working Papers IES 2020/5, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2020.
- Evžen Kočenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Eastern European Economics, Taylor & Francis Journals, vol. 58(3), pages 197-220, May.
- Daniel Hopp, 2021. "Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM)," Papers 2106.08901, arXiv.org.
- Zhang, Wei & He, Jie & Ge, Chanyuan & Xue, Rui, 2022. "Real-time macroeconomic monitoring using mixed frequency data: Evidence from China," Economic Modelling, Elsevier, vol. 117(C).
- André Binette & Tony Chernis & Daniel de Munnik, 2017. "Global Real Activity for Canadian Exports: GRACE," Discussion Papers 17-2, Bank of Canada.
- Kevin Moran & Simplice Aimé Nono & Imad Rherrad, 2018. "Forecasting with Many Predictors: How Useful are National and International Confidence Data?," Cahiers de recherche 1814, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Chien-jung Ting & Yi-Long Hsiao, 2022. "Nowcasting the GDP in Taiwan and the Real-Time Tourism Data," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 12(3), pages 1-2.
- Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018.
"Macroeconomic Nowcasting and Forecasting with Big Data,"
Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
- Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2017. "Macroeconomic nowcasting and forecasting with big data," Staff Reports 830, Federal Reserve Bank of New York.
- Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers 12589, C.E.P.R. Discussion Papers.
- Rudrani Bhattacharya & Bornali Bhandari & Sudipto Mundle, 2023. "Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 213-234, March.
- James T. E. Chapman & Ajit Desai, 2022.
"Macroeconomic Predictions using Payments Data and Machine Learning,"
Papers
2209.00948, arXiv.org.
- James T. E. Chapman & Ajit Desai, 2023. "Macroeconomic Predictions Using Payments Data and Machine Learning," Forecasting, MDPI, vol. 5(4), pages 1-32, November.
- James Chapman & Ajit Desai, 2022. "Macroeconomic Predictions Using Payments Data and Machine Learning," Staff Working Papers 22-10, Bank of Canada.
- D.V. Firsov & T.C. Chernyshevа, 2021. "Review of Successful Practices of Applying Nowcasting in Socio-Economic Forecasting," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 20(2), pages 269-293.
- Konstantin S. Rybak, 2023. "Анализ Важности Глобальных Факторов Для Наукастинга Ввп," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 18-23, December.
- Ashton de Silva & Maria Yanotti & Sarah Sinclair & Sveta Angelopoulos, 2023. "Place‐Based Policies and Nowcasting," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 56(3), pages 363-370, September.
- Hopp Daniel, 2022. "Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM)," Journal of Official Statistics, Sciendo, vol. 38(3), pages 847-873, September.
- Andrius Grybauskas & Vaida Pilinkienė & Mantas Lukauskas & Alina Stundžienė & Jurgita Bruneckienė, 2023. "Nowcasting Unemployment Using Neural Networks and Multi-Dimensional Google Trends Data," Economies, MDPI, vol. 11(5), pages 1-23, April.
- Stavros Degiannakis, 2023.
"The D-model for GDP nowcasting,"
Working Papers
317, Bank of Greece.
- Stavros Degiannakis, 2023. "The D-model for GDP nowcasting," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-33, December.
- Tony Chernis & Rodrigo Sekkel, 2018. "Nowcasting Canadian Economic Activity in an Uncertain Environment," Discussion Papers 18-9, Bank of Canada.
- Lu, Fei & Ma, Feng & Hu, Shiyang, 2024. "Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting," Energy Economics, Elsevier, vol. 129(C).
- Danilo Leiva-Leon & Gabriel Pérez-Quirós & Eyno Rots, 2020.
"Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis,"
MNB Working Papers
2020/4, Magyar Nemzeti Bank (Central Bank of Hungary).
- Danilo Leiva-Leon & Gabriel Perez-Quiros & Eyno Rots, 2020. "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Papers 2015, Banco de España.
- Perez-Quiros, Gabriel & Rots, Eyno & Leiva-Leon, Danilo, 2020. "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Paper Series 2381, European Central Bank.
- Pérez-Quirós, Gabriel & Leiva-León, Danilo & Rots, Eyno, 2020. "Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis," CEPR Discussion Papers 14484, C.E.P.R. Discussion Papers.
- Wegmüller, Philipp & Glocker, Christian & Guggia, Valentino, 2023.
"Weekly economic activity: Measurement and informational content,"
International Journal of Forecasting, Elsevier, vol. 39(1), pages 228-243.
- Philipp Wegmüller & Christian Glocker & Valentino Guggia, 2021. "Weekly Economic Activity: Measurement and Informational Content," WIFO Working Papers 627, WIFO.
- Shafiullah Qureshi & Ba M. Chu & Fanny S. Demers, 2020. "Forecasting Canadian GDP growth using XGBoost," Carleton Economic Papers 20-14, Carleton University, Department of Economics, revised 24 Aug 2020.
- González-Astudillo, Manuel & Baquero, Daniel, 2019. "A nowcasting model for Ecuador: Implementing a time-varying mean output growth," Economic Modelling, Elsevier, vol. 82(C), pages 250-263.
- Konstantin S. Rybak, 2023. "Evaluating the Role of Global Factors in GDP Nowcasting [Анализ Важности Глобальных Факторов Для Наукастинга Ввп]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 18-23, December.
- Tony Chernis & Calista Cheung & Gabriella Velasco, 2017.
"A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth,"
Discussion Papers
17-8, Bank of Canada.
- Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020. "A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth," International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
Cited by:
- Christiane Baumeister & Pierre Guérin, 2020.
"A Comparison of Monthly Global Indicators for Forecasting Growth,"
CESifo Working Paper Series
8656, CESifo.
- Baumeister, Christiane & Guérin, Pierre, 2021. "A comparison of monthly global indicators for forecasting growth," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1276-1295.
- Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," NBER Working Papers 28014, National Bureau of Economic Research, Inc.
- Christiane Baumeister & Pierre Guérin, 2020. "A comparison of monthly global indicators for forecasting growth," CAMA Working Papers 2020-93, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Baumeister, Christiane & Guerin, Pierre, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CEPR Discussion Papers 15403, C.E.P.R. Discussion Papers.
- Chien-jung Ting & Yi-Long Hsiao & Rui-jun Su, 2022. "Application of the Real-Time Tourism Data in Nowcasting the Service Consumption in Taiwan," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(4), pages 1-4.
- Robert Lehmann & Ida Wikman, 2022.
"Quarterly GDP Estimates for the German States,"
ifo Working Paper Series
370, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Robert Lehmann & Ida Wikman, 2023. "Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics," CESifo Working Paper Series 10280, CESifo.
- Lehmann, Robert & Wikman, Ida, 2022. "Quarterly GDP Estimates for the German States," MPRA Paper 112642, University Library of Munich, Germany.
- Robert Lehmann, 2020.
"The Forecasting Power of the ifo Business Survey,"
CESifo Working Paper Series
8291, CESifo.
- Robert Lehmann, 2023. "The Forecasting Power of the ifo Business Survey," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(1), pages 43-94, March.
- Robert Lehmann, 2024.
"A real-time regional accounts database for Germany with applications to GDP revisions and nowcasting,"
Empirical Economics, Springer, vol. 67(2), pages 817-838, August.
- Robert Lehmann, 2023. "READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting," CESifo Working Paper Series 10315, CESifo.
- Tingguo Zheng & Xinyue Fan & Wei Jin & Kuangnan Fang, 2024. "Forecasting CPI with multisource data: The value of media and internet information," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(3), pages 702-753, April.
- Stankevich, Ivan, 2020. "Comparison of macroeconomic indicators nowcasting methods: Russian GDP case," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 113-127.
- Christian Glocker & Philipp Wegmüller, 2017.
"Business Cycle Dating and Forecasting with Real-time Swiss GDP Data,"
WIFO Working Papers
542, WIFO.
- Christian Glocker & Philipp Wegmueller, 2020. "Business cycle dating and forecasting with real-time Swiss GDP data," Empirical Economics, Springer, vol. 58(1), pages 73-105, January.
- Tony Chernis & Calista Cheung & Gabriella Velasco, 2017.
"A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth,"
Discussion Papers
17-8, Bank of Canada.
- Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020. "A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth," International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
- Sarah Miller & David Amirault & Laurent Martin, 2017. "What’s Up with Unit Non-Response in the Bank of Canada’s Business Outlook Survey? The Effect of Staff Tenure," Discussion Papers 17-11, Bank of Canada.
- Shafiullah Qureshi & Ba Chu & Fanny S. Demers, 2021. "Forecasting Canadian GDP Growth with Machine Learning," Carleton Economic Papers 21-05, Carleton University, Department of Economics.
- Yunxu Wang & Chi-Wei Su & Yuchen Zhang & Oana-Ramona Lobonţ & Qin Meng, 2023. "Effectiveness of Principal-Component-Based Mixed-Frequency Error Correction Model in Predicting Gross Domestic Product," Mathematics, MDPI, vol. 11(19), pages 1-14, September.
- Julien Champagne & Guillaume Poulin‐Bellisle & Rodrigo Sekkel, 2020. "Introducing the Bank of Canada staff economic projections database," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 114-129, January.
- Daniel Hopp, 2022. "Benchmarking Econometric and Machine Learning Methodologies in Nowcasting," Papers 2205.03318, arXiv.org.
- James Chapman & Ajit Desai, 2021. "Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19," Staff Working Papers 21-2, Bank of Canada.
- Zhang, Yixiao & Yu, Cindy L. & Li, Haitao, 2022. "Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: A Bayesian Approach," Econometrics and Statistics, Elsevier, vol. 24(C), pages 75-93.
- Tony Chernis & Taylor Webley, 2022. "Nowcasting Canadian GDP with Density Combinations," Discussion Papers 2022-12, Bank of Canada.
- Robert Lehmann & Sascha Möhrle, 2024.
"Forecasting regional industrial production with novel high‐frequency electricity consumption data,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1918-1935, September.
- Robert Lehmann & Sascha Möhrle, 2022. "Forecasting Regional Industrial Production with High-Frequency Electricity Consumption Data," CESifo Working Paper Series 9917, CESifo.
- Krist'of N'emeth & D'aniel Hadh'azi, 2023. "GDP nowcasting with artificial neural networks: How much does long-term memory matter?," Papers 2304.05805, arXiv.org, revised Feb 2024.
- Evzen Kocenda & Karen Poghosyan, 2018.
"Nowcasting real GDP growth with business tendency surveys data: A cross country analysis,"
KIER Working Papers
1002, Kyoto University, Institute of Economic Research.
- Evzen Kocenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Working Papers IES 2020/5, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2020.
- Evžen Kočenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Eastern European Economics, Taylor & Francis Journals, vol. 58(3), pages 197-220, May.
- Daniel Hopp, 2021. "Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM)," Papers 2106.08901, arXiv.org.
- Zhang, Wei & He, Jie & Ge, Chanyuan & Xue, Rui, 2022. "Real-time macroeconomic monitoring using mixed frequency data: Evidence from China," Economic Modelling, Elsevier, vol. 117(C).
- Kevin Moran & Simplice Aimé Nono & Imad Rherrad, 2018. "Forecasting with Many Predictors: How Useful are National and International Confidence Data?," Cahiers de recherche 1814, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
- Chien-jung Ting & Yi-Long Hsiao, 2022. "Nowcasting the GDP in Taiwan and the Real-Time Tourism Data," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 12(3), pages 1-2.
- James T. E. Chapman & Ajit Desai, 2022.
"Macroeconomic Predictions using Payments Data and Machine Learning,"
Papers
2209.00948, arXiv.org.
- James T. E. Chapman & Ajit Desai, 2023. "Macroeconomic Predictions Using Payments Data and Machine Learning," Forecasting, MDPI, vol. 5(4), pages 1-32, November.
- James Chapman & Ajit Desai, 2022. "Macroeconomic Predictions Using Payments Data and Machine Learning," Staff Working Papers 22-10, Bank of Canada.
- Priscila Espinosa & Jose M. Pavía, 2023. "Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement," Forecasting, MDPI, vol. 5(2), pages 1-19, April.
- D.V. Firsov & T.C. Chernyshevа, 2021. "Review of Successful Practices of Applying Nowcasting in Socio-Economic Forecasting," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 20(2), pages 269-293.
- Konstantin S. Rybak, 2023. "Анализ Важности Глобальных Факторов Для Наукастинга Ввп," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 18-23, December.
- Edmond H. C. Wu & Jihao Hu & Rui Chen, 2022. "Monitoring and forecasting COVID-19 impacts on hotel occupancy rates with daily visitor arrivals and search queries," Current Issues in Tourism, Taylor & Francis Journals, vol. 25(3), pages 490-507, February.
- Ashton de Silva & Maria Yanotti & Sarah Sinclair & Sveta Angelopoulos, 2023. "Place‐Based Policies and Nowcasting," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 56(3), pages 363-370, September.
- Hopp Daniel, 2022. "Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM)," Journal of Official Statistics, Sciendo, vol. 38(3), pages 847-873, September.
- Andrius Grybauskas & Vaida Pilinkienė & Mantas Lukauskas & Alina Stundžienė & Jurgita Bruneckienė, 2023. "Nowcasting Unemployment Using Neural Networks and Multi-Dimensional Google Trends Data," Economies, MDPI, vol. 11(5), pages 1-23, April.
- Stavros Degiannakis, 2023.
"The D-model for GDP nowcasting,"
Working Papers
317, Bank of Greece.
- Stavros Degiannakis, 2023. "The D-model for GDP nowcasting," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-33, December.
- Tony Chernis & Rodrigo Sekkel, 2018. "Nowcasting Canadian Economic Activity in an Uncertain Environment," Discussion Papers 18-9, Bank of Canada.
- Lu, Fei & Ma, Feng & Hu, Shiyang, 2024. "Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting," Energy Economics, Elsevier, vol. 129(C).
- Mantas Lukauskas & Vaida Pilinkienė & Jurgita Bruneckienė & Alina Stundžienė & Andrius Grybauskas & Tomas Ruzgas, 2022. "Economic Activity Forecasting Based on the Sentiment Analysis of News," Mathematics, MDPI, vol. 10(19), pages 1-22, September.
- Danilo Leiva-Leon & Gabriel Pérez-Quirós & Eyno Rots, 2020.
"Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis,"
MNB Working Papers
2020/4, Magyar Nemzeti Bank (Central Bank of Hungary).
- Danilo Leiva-Leon & Gabriel Perez-Quiros & Eyno Rots, 2020. "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Papers 2015, Banco de España.
- Perez-Quiros, Gabriel & Rots, Eyno & Leiva-Leon, Danilo, 2020. "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Paper Series 2381, European Central Bank.
- Pérez-Quirós, Gabriel & Leiva-León, Danilo & Rots, Eyno, 2020. "Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis," CEPR Discussion Papers 14484, C.E.P.R. Discussion Papers.
- María Gil & Danilo Leiva-Leon & Javier J. Pérez & Alberto Urtasun, 2019. "An application of dynamic factor models to nowcast regional economic activity in Spain," Occasional Papers 1904, Banco de España.
- Wegmüller, Philipp & Glocker, Christian & Guggia, Valentino, 2023.
"Weekly economic activity: Measurement and informational content,"
International Journal of Forecasting, Elsevier, vol. 39(1), pages 228-243.
- Philipp Wegmüller & Christian Glocker & Valentino Guggia, 2021. "Weekly Economic Activity: Measurement and Informational Content," WIFO Working Papers 627, WIFO.
- Shafiullah Qureshi & Ba M. Chu & Fanny S. Demers, 2020. "Forecasting Canadian GDP growth using XGBoost," Carleton Economic Papers 20-14, Carleton University, Department of Economics, revised 24 Aug 2020.
- González-Astudillo, Manuel & Baquero, Daniel, 2019. "A nowcasting model for Ecuador: Implementing a time-varying mean output growth," Economic Modelling, Elsevier, vol. 82(C), pages 250-263.
- Konstantin S. Rybak, 2023. "Evaluating the Role of Global Factors in GDP Nowcasting [Анализ Важности Глобальных Факторов Для Наукастинга Ввп]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 18-23, December.
Articles
- Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2023.
"Reassessing the dependence between economic growth and financial conditions since 1973,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 260-267, March.
See citations under working paper version above.
- Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2022. "Reassessing the dependence between economic growth and financial conditions since 1973," CAMA Working Papers 2022-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020.
"A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth,"
International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
See citations under working paper version above.
- Tony Chernis & Calista Cheung & Gabriella Velasco, 2017. "A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth," Discussion Papers 17-8, Bank of Canada.
- Tony Chernis & Rodrigo Sekkel, 2017.
"A dynamic factor model for nowcasting Canadian GDP growth,"
Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Tony Chernis & Rodrigo Sekkel, 2017. "A Dynamic Factor Model for Nowcasting Canadian GDP Growth," Staff Working Papers 17-2, Bank of Canada.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FOR: Forecasting (5) 2018-10-01 2022-05-23 2023-12-18 2024-01-01 2024-01-29. Author is listed
- NEP-MAC: Macroeconomics (5) 2017-02-26 2018-05-21 2018-10-01 2022-05-23 2022-07-25. Author is listed
- NEP-ECM: Econometrics (3) 2023-09-04 2023-12-18 2024-07-22. Author is listed
- NEP-BAN: Banking (2) 2022-07-25 2024-07-22
- NEP-ETS: Econometric Time Series (2) 2018-10-01 2024-01-29
- NEP-CBA: Central Banking (1) 2024-07-22
- NEP-CIS: Confederation of Independent States (1) 2022-07-25
- NEP-DCM: Discrete Choice Models (1) 2023-09-04
- NEP-FDG: Financial Development and Growth (1) 2022-06-20
- NEP-MON: Monetary Economics (1) 2024-07-22
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