Jasper de Winter

Personal Details

First Name:	Jasper
Middle Name:
Last Name:	de Winter
Suffix:
RePEc Short-ID:	pde812
	https://jasperdewinter.github.io/pp/

Affiliation

de Nederlandsche Bank

Amsterdam, Netherlands
http://www.dnb.nl/
RePEc:edi:dnbgvnl (more details at EDIRC)

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.

Working papers

1. Dennis Kant & Andreas Pick & Jasper de Winter, 2022. "Nowcasting GDP using machine learning methods," Working Papers 754, DNB.

   Cited by:

   1. Juan Tenorio & Wilder Perez, 2024. "Monthly GDP nowcasting with Machine Learning and Unstructured Data," Papers 2402.04165, arXiv.org.

2. Bańbura, Marta & Albani, Maria & Ambrocio, Gene & Bursian, Dirk & Buss, Ginters & de Winter, Jasper & Gavura, Miroslav & Giordano, Claire & Júlio, Paulo & Le Roux, Julien & Lozej, Matija & Malthe-Thag, 2018. "Business investment in EU countries," Occasional Paper Series 215, European Central Bank.

   Cited by:

   1. Azqueta-Gavaldón, Andrés & Hirschbühl, Dominik & Onorante, Luca & Saiz, Lorena, 2023. "Sources of Economic Policy Uncertainty in the euro area," European Economic Review, Elsevier, vol. 152(C).
   2. Hickey, Rónán & Lozej, Matija & Smyth, Diarmaid, 2020. "Financing government investment and its implications for public capital: A small open economy perspective," Economic Modelling, Elsevier, vol. 93(C), pages 620-641.

Articles

1. Jasper de Winter & Siem Jan Koopman & Irma Hindrayanto, 2022. "Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 57-79, February.

   Cited by:

   1. Mundra, Sruti & Bicchal, Motilal, 2024. "Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
   2. Berger, Tino & Richter, Julia & Wong, Benjamin, 2021. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," University of Göttingen Working Papers in Economics 415, University of Goettingen, Department of Economics.
      • Tino Berger & Julia Richter & Benjamin Wong, 2021. "A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors," Monash Econometrics and Business Statistics Working Papers 4/21, Monash University, Department of Econometrics and Business Statistics.
      • Tino Berger & Julia Richter & Benjamin Wong, 2020. "Financial factors and the business cycle," CAMA Working Papers 2020-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
      • Berger, Tino & Richter, Julia & Wong, Benjamin, 2021. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Working Papers 02/2021, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
      • Berger, Tino & Richter, Julia & Wong, Benjamin, 2022. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
   3. Xin Tian & Jan Jacobs & Jakob de Haan, 2022. "Alternative Measures for the Global Financial Cycle: Do They Make a Difference?," CESifo Working Paper Series 9730, CESifo.
   4. Shengnan Lv & Zeshui Xu & Xuecheng Fan & Yong Qin & Marinko Skare, 2023. "The mean reversion/persistence of financial cycles: Empirical evidence for 24 countries worldwide," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 18(1), pages 11-47, March.
   5. Marina Khismatullina & Michael Vogt, 2022. "Multiscale Comparison of Nonparametric Trend Curves," Papers 2209.10841, arXiv.org.

2. Hindrayanto, Irma & Koopman, Siem Jan & de Winter, Jasper, 2016. "Forecasting and nowcasting economic growth in the euro area using factor models," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1284-1305.

   Cited by:

   1. Poncela, Pilar, 2021. "Dynamic factor models: does the specification matter?," DES - Working Papers. Statistics and Econometrics. WS 32210, Universidad Carlos III de Madrid. Departamento de Estadística.
   2. Ballarin, Giovanni & Dellaportas, Petros & Grigoryeva, Lyudmila & Hirt, Marcel & van Huellen, Sophie & Ortega, Juan-Pablo, 2024. "Reservoir computing for macroeconomic forecasting with mixed-frequency data," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1206-1237.
      • Giovanni Ballarin & Petros Dellaportas & Lyudmila Grigoryeva & Marcel Hirt & Sophie van Huellen & Juan-Pablo Ortega, 2022. "Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data," Papers 2211.00363, arXiv.org, revised Jan 2024.
   3. Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019. "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers 2019-21, Department of Economics and Business Economics, Aarhus University.
      • Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021. "Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors," Energy Economics, Elsevier, vol. 96(C).
   4. Dennis Kant & Andreas Pick & Jasper de Winter, 2022. "Nowcasting GDP using machine learning methods," Working Papers 754, DNB.
   5. Cepni, Oguzhan & Güney, I. Ethem & Swanson, Norman R., 2019. "Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes," International Journal of Forecasting, Elsevier, vol. 35(2), pages 555-572.
   6. Caterina Schiavoni & Franz Palm & Stephan Smeekes & Jan van den Brakel, 2019. "A dynamic factor model approach to incorporate Big Data in state space models for official statistics," Papers 1901.11355, arXiv.org, revised Feb 2020.
      • Caterina Schiavoni & Franz Palm & Stephan Smeekes & Jan van den Brakel, 2021. "A dynamic factor model approach to incorporate Big Data in state space models for official statistics," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(1), pages 324-353, January.
   7. Francisco Corona & Graciela González-Farías & Pedro Orraca, 2017. "A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 26(1), pages 1-35, December.
   8. James Chapman & Ajit Desai, 2022. "Macroeconomic Predictions Using Payments Data and Machine Learning," Staff Working Papers 22-10, Bank of Canada.
      • 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.
   9. Richard Schnorrenberger & Aishameriane Schmidt & Guilherme Valle Moura, 2024. "Harnessing Machine Learning for Real-Time Inflation Nowcasting," Working Papers 806, DNB.
   10. Karen Miranda & Pilar Poncela & Esther Ruiz, 2022. "Dynamic factor models: Does the specification matter?," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 397-428, May.
   11. Guobin Fang & Xuehua Zhou, 2024. "Web Semantic Analysis of Investor Sentiment, Short Trading, and Stock Market Volatility," International Journal on Semantic Web and Information Systems (IJSWIS), IGI Global, vol. 20(1), pages 1-35, January.
   12. Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021. "Factor extraction using Kalman filter and smoothing: This is not just another survey," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
       • Poncela Blanco, Maria Pilar, 2020. "Factor extraction using Kalman filter and smoothing: this is not just another survey," DES - Working Papers. Statistics and Econometrics. WS 30644, Universidad Carlos III de Madrid. Departamento de Estadística.
   13. Andres Algaba & Samuel Borms & Kris Boudt & Brecht Verbeken, 2021. "Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence," Working Paper Research 396, National Bank of Belgium.
       • Algaba, Andres & Borms, Samuel & Boudt, Kris & Verbeken, Brecht, 2023. "Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence," International Journal of Forecasting, Elsevier, vol. 39(1), pages 266-278.
   14. Dorinth van Dijk & Jasper de Winter, 2023. "Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press," Working Papers 766, DNB.

3. Jansen, W. Jos & Jin, Xiaowen & de Winter, Jasper M., 2016. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," International Journal of Forecasting, Elsevier, vol. 32(2), pages 411-436.
   • Jos Jansen, W. & Jin, Xiaowen & Winter, Jasper M. de, 2016. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," Munich Reprints in Economics 43488, University of Munich, Department of Economics.

   Cited by:

   1. Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting New Zealand GDP using machine learning algorithms," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
      • Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2018. "Nowcasting New Zealand GDP using machine learning algorithms," CAMA Working Papers 2018-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
      • Richardson, Adam & van Florenstein Mulder, Thomas & Vehbi, Tuğrul, 2021. "Nowcasting GDP using machine-learning algorithms: A real-time assessment," International Journal of Forecasting, Elsevier, vol. 37(2), pages 941-948.
   2. Hauber, Philipp, 2018. "Zur Kurzfristprognose mit Faktormodellen und Prognoseanpassungen," Kiel Insight 2018.5, Kiel Institute for the World Economy (IfW Kiel).
   3. Cristea, R. G., 2020. "Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?," Cambridge Working Papers in Economics 20108, Faculty of Economics, University of Cambridge.
   4. Joshua Aaron Becker & Douglas Guilbeault & Edward Bishop Smith, 2022. "The Crowd Classification Problem: Social Dynamics of Binary-Choice Accuracy," Management Science, INFORMS, vol. 68(5), pages 3949-3965, May.
   5. Dennis Kant & Andreas Pick & Jasper de Winter, 2022. "Nowcasting GDP using machine learning methods," Working Papers 754, DNB.
   6. 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.
      • 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.
      • 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.
   7. Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023. "Lessons from Nowcasting GDP across the World," International Finance Discussion Papers 1385, Board of Governors of the Federal Reserve System (U.S.).
   8. Hindrayanto, Irma & Koopman, Siem Jan & de Winter, Jasper, 2016. "Forecasting and nowcasting economic growth in the euro area using factor models," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1284-1305.
   9. Poghosyan, Karen & Poghosyan, Ruben, 2021. "On the applicability of dynamic factor models for forecasting real GDP growth in Armenia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 61, pages 28-46.
      • Karen Poghosyan & Ruben Poghosyan, 2021. "On the Applicability of Dynamic Factor Models for Forecasting Real GDP Growth in Armenia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(1), pages 52-79, June.
   10. Dušan Marković & Igor Mladenović & Miloš Milovančević, 2017. "RETRACTED ARTICLE: Estimation of the most influential science and technology factors for economic growth forecasting by soft computing technique," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(3), pages 1133-1146, May.
   11. Bantis, Evripidis & Clements, Michael P. & Urquhart, Andrew, 2023. "Forecasting GDP growth rates in the United States and Brazil using Google Trends," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1909-1924.
   12. Alkhareif, Ryadh M. & Barnett, William A., 2020. "Nowcasting Real GDP for Saudi Arabia," MPRA Paper 104278, University Library of Munich, Germany.
       • Ryadh M. Alkhareif & William A. Barnett, 2020. "Nowcasting Real Gdp For Saudi Arabia," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202018, University of Kansas, Department of Economics, revised Nov 2020.
   13. Kieran Mc Morrow & Werner Roeger & Valerie Vandermeulen, 2017. "Evaluating Medium Term Forecasting Methods and their Implications for EU Output Gap Calculations," European Economy - Discussion Papers 070, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
   14. Etienne Farvaque & Florence Huart, 2017. "A policymaker’s guide to a Euro area stabilization fund," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 34(1), pages 11-30, April.
       • Etienne Farvaque & Florence Huart, 2016. "A policymaker's guide to a Euro area stabilization fund," Post-Print hal-01526022, HAL.
   15. Ademmer, Martin & Boysen-Hogrefe, Jens & Fiedler, Salomon & Groll, Dominik & Hauber, Philipp & Jannsen, Nils & Kooths, Stefan & Potjagailo, Galina, 2018. "Deutsche Konjunktur im Frühjahr 2018 - Deutsche Wirtschaft näher am Limit [German Economy Spring 2018 - German economy closer to its limit]," Kieler Konjunkturberichte 41, Kiel Institute for the World Economy (IfW Kiel).
   16. Giovanni Cicceri & Giuseppe Inserra & Michele Limosani, 2020. "A Machine Learning Approach to Forecast Economic Recessions—An Italian Case Study," Mathematics, MDPI, vol. 8(2), pages 1-20, February.
   17. Đokić, Aleksandar & Jović, Srđan, 2017. "Evaluation of agriculture and industry effect on economic health by ANFIS approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 396-399.
   18. Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021. "Factor extraction using Kalman filter and smoothing: This is not just another survey," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
       • Poncela Blanco, Maria Pilar, 2020. "Factor extraction using Kalman filter and smoothing: this is not just another survey," DES - Working Papers. Statistics and Econometrics. WS 30644, Universidad Carlos III de Madrid. Departamento de Estadística.
   19. Igor Mladenović & Miloš Milovančević & Svetlana Sokolov-Mladenović, 2017. "RETRACTED ARTICLE: Analyzing of innovations influence on economic growth by fuzzy system," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(3), pages 1297-1304, May.
   20. Goran Maksimović & Srđan Jović & David Jovović & Marina Jovović, 2019. "RETRACTED ARTICLE: Analyses of Economic Development Based on Different Factors," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1103-1109, March.
   21. Ryadh M. Alkhareif & William A. Barnett, 2022. "Nowcasting Real GDP for Saudi Arabia1," Open Economies Review, Springer, vol. 33(2), pages 333-345, April.
   22. Feuerriegel, Stefan & Gordon, Julius, 2019. "News-based forecasts of macroeconomic indicators: A semantic path model for interpretable predictions," European Journal of Operational Research, Elsevier, vol. 272(1), pages 162-175.
   23. Petra Karanikić & Igor Mladenović & Svetlana Sokolov-Mladenović & Meysam Alizamir, 2017. "RETRACTED ARTICLE: Prediction of economic growth by extreme learning approach based on science and technology transfer," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(3), pages 1395-1401, May.
   24. Joshua Becker & Abdullah Almaatouq & EmH{o}ke-'Agnes Horv'at, 2020. "Network Structures of Collective Intelligence: The Contingent Benefits of Group Discussion," Papers 2009.07202, arXiv.org, revised Mar 2021.
   25. 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.
   26. Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting GDP using machine learning algorithms: A real-time assessment," Reserve Bank of New Zealand Discussion Paper Series DP2019/03, Reserve Bank of New Zealand.
       • Richardson, Adam & van Florenstein Mulder, Thomas & Vehbi, Tuğrul, 2021. "Nowcasting GDP using machine-learning algorithms: A real-time assessment," International Journal of Forecasting, Elsevier, vol. 37(2), pages 941-948.
   27. Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021. "Back to the Present: Learning about the Euro Area through a Now-casting Model," International Finance Discussion Papers 1313, Board of Governors of the Federal Reserve System (U.S.).
       • Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele, 2024. "Back to the present: Learning about the euro area through a now-casting model," International Journal of Forecasting, Elsevier, vol. 40(2), pages 661-686.
   28. Maksimović, Goran & Jović, Srđan & Jovanović, Radomir, 2017. "Economic growth rate management by soft computing approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 520-524.
   29. Joshua Becker & Douglas Guilbeault & Ned Smith, 2021. "The Crowd Classification Problem: Social Dynamics of Binary Choice Accuracy," Papers 2104.11300, arXiv.org.
   30. Dorinth van Dijk & Jasper de Winter, 2023. "Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press," Working Papers 766, DNB.
   31. Petri Kuosmanen & Juuso Vataja, 2017. "The return of financial variables in forecasting GDP growth in the G-7," Economic Change and Restructuring, Springer, vol. 50(3), pages 259-277, August.
   32. Marković, Dušan & Petković, Dalibor & Nikolić, Vlastimir & Milovančević, Miloš & Petković, Biljana, 2017. "Soft computing prediction of economic growth based in science and technology factors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 217-220.
   33. Mahmut Gunay, 2020. "Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial," Working Papers 2002, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
   34. Emilio Blanco & Fiorella Dogliolo & Lorena Garegnani, 2022. "Nowcasting during the Pandemic: Lessons from Argentina," BCRA Working Paper Series 202299, Central Bank of Argentina, Economic Research Department.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 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.

1. NEP-EEC: European Economics (4) 2015-04-25 2018-11-05 2022-12-05 2023-03-27
2. NEP-BIG: Big Data (2) 2022-12-05 2023-03-27
3. NEP-FOR: Forecasting (2) 2014-09-05 2015-04-25
4. NEP-MAC: Macroeconomics (2) 2015-04-25 2018-11-05
5. NEP-CMP: Computational Economics (1) 2022-12-05
6. NEP-ENT: Entrepreneurship (1) 2018-09-03
7. NEP-EUR: Microeconomic European Issues (1) 2018-09-03
8. NEP-FDG: Financial Development and Growth (1) 2023-03-27

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