Audrone Jakaitiene
Personal Details
First Name: | Audrone |
Middle Name: | |
Last Name: | Jakaitiene |
Suffix: | |
RePEc Short-ID: | pja221 |
| |
Affiliation
Matematikos ir informatikos institutas (Institute of Mathematics and Informatics)
http://www.mii.lt/Vilnius
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Jakaitiene, Audrone & Dées, Stéphane, 2009.
"Forecasting the world economy in the short-term,"
Working Paper Series
1059, European Central Bank.
- Audrone Jakaitiene & Stephane Dees, 2012. "Forecasting the World Economy in the Short Term," The World Economy, Wiley Blackwell, vol. 35(3), pages 331-350, March.
- G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008.
"Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise,"
Bank of Lithuania Working Paper Series
1, Bank of Lithuania.
- Van Nieuwenhuyze, Christophe & Benk, Szilard & Rünstler, Gerhard & Cristadoro, Riccardo & Den Reijer, Ard & Jakaitiene, Audrone & Jelonek, Piotr & Rua, António & Ruth, Karsten & Barhoumi, Karim, 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Occasional Paper Series 84, European Central Bank.
- K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler, 2008. "Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise," Working Paper Research 133, National Bank of Belgium.
- Barhoumi, K. & Rünstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C., 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Working papers 215, Banque de France.
- Stephane DEES & Audrone JAKAITIENE, 2008. "Short-term Forecasting Methods of International Trade Variables," EcoMod2008 23800029, EcoMod.
Articles
- Audrone Jakaitiene & Stephane Dees, 2012.
"Forecasting the World Economy in the Short Term,"
The World Economy, Wiley Blackwell, vol. 35(3), pages 331-350, March.
- Jakaitiene, Audrone & Dées, Stéphane, 2009. "Forecasting the world economy in the short-term," Working Paper Series 1059, European Central Bank.
- G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2009. "Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 595-611.
Chapters
- A. Jakaitienė, 2006. "The Most Appropriate Model To Estimate Lithuanian Business Cycle," World Scientific Book Chapters, in: I D L Bogle & J Žilinskas (ed.), Computer Aided Methods In Optimal Design And Operations, chapter 19, pages 177-186, World Scientific Publishing Co. Pte. Ltd..
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
- Jakaitiene, Audrone & Dées, Stéphane, 2009.
"Forecasting the world economy in the short-term,"
Working Paper Series
1059, European Central Bank.
- Audrone Jakaitiene & Stephane Dees, 2012. "Forecasting the World Economy in the Short Term," The World Economy, Wiley Blackwell, vol. 35(3), pages 331-350, March.
Cited by:
- Jaime Martínez-Martín & Elena Rusticelli, 2020.
"Keeping track of global trade in real time,"
Working Papers
2019, Banco de España.
- Martínez-Martín, Jaime & Rusticelli, Elena, 2021. "Keeping track of global trade in real time," International Journal of Forecasting, Elsevier, vol. 37(1), pages 224-236.
- Jaime Martinez-Martin & Elena Rusticelli, 2018. "Keeping track of global trade in real time," OECD Economics Department Working Papers 1524, OECD Publishing.
- Antonello D'Agostino & Michele Modugno & Chiara Osbat, 2015.
"A Global Trade Model for the Euro Area,"
Finance and Economics Discussion Series
2015-13, Board of Governors of the Federal Reserve System (U.S.).
- Osbat, Chiara & D'Agostino, Antonello & Modugno, Michele, 2016. "A global trade model for the euro area," Working Paper Series 1986, European Central Bank.
- Antonello D’Agostino & Michele Modugno & Chiara Osbat, 2017. "A Global Trade Model for the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 1-34, December.
- Amélie Charles & Olivier Darné, 2022. "Backcasting world trade growth using data reduction methods," The World Economy, Wiley Blackwell, vol. 45(10), pages 3169-3191, October.
- Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
- Behrens, Christoph, 2019. "Evaluating the Joint Efficiency of German Trade Forecasts. A nonparametric multivariate approach," Working Papers 9, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Emilian Dobrescu, 2014. "Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-21, December.
- Heinisch, Katja & Lindner, Axel, 2018.
"For how long do IMF forecasts of world economic growth stay up-to-date?,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Latest ar, pages 1-6.
- Katja Heinisch & Axel Lindner, 2019. "For how long do IMF forecasts of world economic growth stay up-to-date?," Applied Economics Letters, Taylor & Francis Journals, vol. 26(3), pages 255-260, February.
- Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014.
"Outperforming IMF Forecasts by the Use of Leading Indicators,"
IWH Discussion Papers
4/2014, Halle Institute for Economic Research (IWH).
- Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100393, Verein für Socialpolitik / German Economic Association.
- Amélie Charles & Olivier Darné, 2022. "Backcasting world trade growth using data reduction methods," Post-Print hal-04027843, HAL.
- Roberto Golinelli & Giuseppe Parigi, 2013.
"Tracking world trade and GDP in real time,"
Temi di discussione (Economic working papers)
920, Bank of Italy, Economic Research and International Relations Area.
- Golinelli, Roberto & Parigi, Giuseppe, 2014. "Tracking world trade and GDP in real time," International Journal of Forecasting, Elsevier, vol. 30(4), pages 847-862.
- Claudia Godbout & Marco J. Lombardi, 2012.
"Short-Term Forecasting of the Japanese Economy Using Factor Models,"
Staff Working Papers
12-7, Bank of Canada.
- Lombardi, Marco J. & Godbout, Claudia, 2012. "Short-term forecasting of the Japanese economy using factor models," Working Paper Series 1428, European Central Bank.
- Schnatz, Bernd & D'Agostino, Antonello, 2012. "Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years," Working Paper Series 1455, European Central Bank.
- G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008.
"Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise,"
Bank of Lithuania Working Paper Series
1, Bank of Lithuania.
- Van Nieuwenhuyze, Christophe & Benk, Szilard & Rünstler, Gerhard & Cristadoro, Riccardo & Den Reijer, Ard & Jakaitiene, Audrone & Jelonek, Piotr & Rua, António & Ruth, Karsten & Barhoumi, Karim, 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Occasional Paper Series 84, European Central Bank.
- K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler, 2008. "Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise," Working Paper Research 133, National Bank of Belgium.
- Barhoumi, K. & Rünstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C., 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Working papers 215, Banque de France.
Cited by:
- Marie Bessec, 2013.
"Short‐Term Forecasts of French GDP: A Dynamic Factor Model with Targeted Predictors,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 500-511, September.
- Marie Bessec, 2013. "Short-term forecasts of French GDP: A dynamic factor model with targeted predictors," Post-Print hal-01515605, HAL.
- Bessec, M., 2012. "Short-term forecasts of French GDP: a dynamic factor model with targeted predictors," Working papers 409, Banque de France.
- Dorrucci, Ettore & Meyer-Cirkel, Alexis & Santabárbara, Daniel, 2009. "Domestic financial development in emerging economies: evidence and implications," Occasional Paper Series 102, European Central Bank.
- Sturm, Michael & Adolf, Petra & Peschel, Dominik & Stráský, Jan, 2008. "The Gulf Cooperation Council countries: economic structures, recent developments and role in the global economy," Occasional Paper Series 92, European Central Bank.
- Audrone Jakaitiene & Stephane Dees, 2012.
"Forecasting the World Economy in the Short Term,"
The World Economy, Wiley Blackwell, vol. 35(3), pages 331-350, March.
- Jakaitiene, Audrone & Dées, Stéphane, 2009. "Forecasting the world economy in the short-term," Working Paper Series 1059, European Central Bank.
- Cecilia Frale & Libero Monteforte, "undated".
"FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure,"
Working Papers
3, Department of the Treasury, Ministry of the Economy and of Finance.
- Cecilia Frale & Libero Monteforte, 2011. "FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure," Temi di discussione (Economic working papers) 788, Bank of Italy, Economic Research and International Relations Area.
- Ard Reijer, 2013. "Forecasting Dutch GDP and inflation using alternative factor model specifications based on large and small datasets," Empirical Economics, Springer, vol. 44(2), pages 435-453, April.
- Taglioni, Daria & Straub, Roland & Bussière, Matthieu & Pérez-Barreiro, Emilia, 2010.
"Protectionist responses to the crisis – global trends and implications,"
Occasional Paper Series
110, European Central Bank.
- Bussière, M. & Pérez-Barreiro, E. & Straub, R. & Taglioni, D., 2011. "Protectionist Responses to the Crisis: Global Trends and Implications," Working papers 319, Banque de France.
- Matthieu Bussière & Emilia Pérez‐Barreiro & Roland Straub & Daria Taglioni, 2011. "Protectionist Responses to the Crisis: Global Trends and Implications," The World Economy, Wiley Blackwell, vol. 34, pages 826-852, May.
- Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012.
"Pronósticos de corto plazo en tiempo real para la actividad económica colombiana,"
Borradores de Economia
9827, Banco de la Republica.
- Deicy J. Cristiano & Manuel D. Hernández & José David Pulido, 2012. "Pronósticos de corto plazo en tiempo real para la actividad económica colombiana," Borradores de Economia 724, Banco de la Republica de Colombia.
- Claudia Foroni & Massimiliano Marcellino, 2013.
"A survey of econometric methods for mixed-frequency data,"
Working Paper
2013/06, Norges Bank.
- Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Economics Working Papers ECO2013/02, European University Institute.
- Francisco Dias & Cláudia Duarte & António Rua, 2010.
"Inflation expectations in the euro area: are consumers rational?,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(3), pages 591-607, September.
- António Rua & Cláudia Duarte & Francisco Craveiro Dias, 2008. "Inflation expectations in the euro area: Are consumers rational?," Working Papers w200823, Banco de Portugal, Economics and Research Department.
- Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2011.
"A two-step estimator for large approximate dynamic factor models based on Kalman filtering,"
Journal of Econometrics, Elsevier, vol. 164(1), pages 188-205, September.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00638009, HAL.
- Catherine Doz & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print hal-00844811, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006. "A Two-step estimator for large approximate dynamic factor models based on Kalman filtering," THEMA Working Papers 2006-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print hal-00638009, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," PSE-Ecole d'économie de Paris (Postprint) hal-00638009, HAL.
- Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2007. "A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering," CEPR Discussion Papers 6043, C.E.P.R. Discussion Papers.
- Hubrich, Kirstin & Karlsson, Tohmas, 2010. "Trade consistency in the context of the Eurosystem projection exercises - an overview," Occasional Paper Series 108, European Central Bank.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Post-Print halshs-00460461, HAL.
- Siliverstovs Boriss & Kholodilin Konstantin A., 2012.
"Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(4), pages 429-444, August.
- Boriss Siliverstovs & Konstantin A. Kholodilin, 2010. "Assessing the Real-Time Informational Content of Macroeconomic Data Releases for Now-/Forecasting GDP: Evidence for Switzerland," Discussion Papers of DIW Berlin 970, DIW Berlin, German Institute for Economic Research.
- Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
- Tóth, Peter, 2014.
"Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP],"
MPRA Paper
63713, University Library of Munich, Germany.
- Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
- Julius Stakenas, 2012. "Generating short-term forecasts of the Lithuanian GDP using factor models," Bank of Lithuania Working Paper Series 13, Bank of Lithuania.
- Lombardi, Marco J. & Maier, Philipp, 2011. "Forecasting economic growth in the euro area during the Great Moderation and the Great Recession," Working Paper Series 1379, European Central Bank.
- Filippo Di Mauro & Katrin Forster, "undated".
"Globalisation and the competitiveness of the Euro area,"
Working Papers
5, Department of the Treasury, Ministry of the Economy and of Finance.
- di Mauro, Filippo & Forster, Katrin, 2008. "Globalisation and the competitiveness of the euro area," Occasional Paper Series 97, European Central Bank.
- Roland Beck & Michael Fidora, 2008.
"The impact of sovereign wealth funds on global financial markets,"
Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 43(6), pages 349-358, November.
- Fidora, Michael & Beck, Roland, 2008. "The impact of sovereign wealth funds on global financial markets," Occasional Paper Series 91, European Central Bank.
- Sturm, Michael & Gurtner, François & González Alegre, Juan, 2009. "Fiscal policy challenges in oil-exporting countries: a review of key issues," Occasional Paper Series 104, European Central Bank.
- Le Breton, Gwenaël & Be Duc, Louis, 2009. "Flow-of-funds analysis at the ECB: framework and applications," Occasional Paper Series 105, European Central Bank.
- Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72.
- Winkler, Adalbert & Schokker, Hubert & Cocozza, Emidio & Herzberg, Valerie & Móré, Csaba & de Lannoy, Anthony & Gardó, Sándor & Chmielewski, Tomasz & Polgár, Éva Katalin & Habib, Maurizio Michael & Br, 2008. "Financial stability challenges in candidate countries managing the transition to deeper and more market-oriented financial systems," Occasional Paper Series 95, European Central Bank.
- Liebermann, Joelle, 2011.
"Real-Time Nowcasting of GDP: Factor Model versus Professional Forecasters,"
Research Technical Papers
3/RT/11, Central Bank of Ireland.
- Liebermann, Joelle, 2010. "Real-time nowcasting of GDP: Factor model versus professional forecasters," MPRA Paper 28819, University Library of Munich, Germany.
- Barhoumi, K. & Rünstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C., 2008.
"Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise,"
Working papers
215, Banque de France.
- G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008. "Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise," Bank of Lithuania Working Paper Series 1, Bank of Lithuania.
- Van Nieuwenhuyze, Christophe & Benk, Szilard & Rünstler, Gerhard & Cristadoro, Riccardo & Den Reijer, Ard & Jakaitiene, Audrone & Jelonek, Piotr & Rua, António & Ruth, Karsten & Barhoumi, Karim, 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Occasional Paper Series 84, European Central Bank.
- K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler, 2008. "Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise," Working Paper Research 133, National Bank of Belgium.
- Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian, 2009.
"Pooling versus model selection for nowcasting with many predictors: an application to German GDP,"
Discussion Paper Series 1: Economic Studies
2009,03, Deutsche Bundesbank.
- Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP," Economics Working Papers ECO2009/13, European University Institute.
- Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "Pooling versus model selection for nowcasting with many predictors: An application to German GDP," CEPR Discussion Papers 7197, C.E.P.R. Discussion Papers.
- Germán López, 2015. "Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies," Working Papers. Serie AD 2015-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- D’Elia Enrico, 2014.
"Predictions vs. Preliminary Sample Estimates: The Case of Eurozone Quarterly GDP,"
Journal of Official Statistics, Sciendo, vol. 30(3), pages 499-520, September.
- Enrico D'Elia, 2014. "Predictions vs. preliminary sample estimates: the case of eurozone quarterly GDP," Working Papers 2, Department of the Treasury, Ministry of the Economy and of Finance.
- Mayerlen, Frank & Sola, Pierre & Be Duc, Louis, 2008. "The monetary presentation of the euro area balance of payments," Occasional Paper Series 96, European Central Bank.
- Laurent Ferrara & Dominique Guégan & Patrick Rakotomarolahy, 2010.
"GDP nowcasting with ragged-edge data: a semi-parametric modeling,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 186-199.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460461, HAL.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," PSE-Ecole d'économie de Paris (Postprint) halshs-00460461, HAL.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008. "GDP nowcasting with ragged-edge data: A semi-parametric modelling," Documents de travail du Centre d'Economie de la Sorbonne b08082, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2009. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344839, HAL.
- Marianna Cervená & Martin Schneider, 2010.
"Short-term forecasting GDP with a DSGE model augmented by monthly indicators,"
Working Papers
163, Oesterreichische Nationalbank (Austrian Central Bank).
- Červená, Marianna & Schneider, Martin, 2014. "Short-term forecasting of GDP with a DSGE model augmented by monthly indicators," International Journal of Forecasting, Elsevier, vol. 30(3), pages 498-516.
- Poloni, Paolo & Agresti, Anna Maria & Baudino, Patrizia, 2008. "The ECB and IMF indicators for the macro-prudential analysis of the banking sector: a comparison of the two approaches," Occasional Paper Series 99, European Central Bank.
- Kennickell, Arthur & Fitzpatrick, Trevor & Ehrmann, Michael & Bonci, Riccardo & Museux, Jean-Marc & Honkkila, Juha & Vilmunen, Jouko & Herrala, Risto & Komprej, Irena & Jeran, Matjaž & Geršak, Uroš & , 2009. "Survey data on household finance and consumption: research summary and policy use," Occasional Paper Series 100, European Central Bank.
- Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth, 2011.
"Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 566-583, December.
- Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth, 2010. "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Working Papers 2010/12, Czech National Bank.
- Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2010.
"Nowcasting,"
Working Papers ECARES
ECARES 2010-021, ULB -- Universite Libre de Bruxelles.
- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2010. "Nowcasting," Working Paper Series 1275, European Central Bank.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2010. "Nowcasting," CEPR Discussion Papers 7883, C.E.P.R. Discussion Papers.
- Ch. Piette & G. Langenus, 2014. "Using BREL to nowcast the Belgian business cycle: the role of survey data," Economic Review, National Bank of Belgium, issue i, pages 75-98, June.
- Rüffer, Rasmus & di Mauro, Filippo & Bunda, Irina, 2008.
"The changing role of the exchange rate in a globalised economy,"
Occasional Paper Series
94, European Central Bank.
- Irina Bunda, 2008. "The Changing Role of the Exchange Rate in a Globalised Economy," Post-Print halshs-00285807, HAL.
- Irina Bunda, 2007. "The Changing Role of the Exchange Rate in a Globalised Economy," Post-Print halshs-00372820, HAL.
- Irina Bunda & Filippo Di Mauro & Rasmus Rüffer, 2008. "The Changing Role of the Exchange Rate in a Globalised Economy," Post-Print halshs-00328652, HAL.
- Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008.
"Short-term Forecasts of Euro Area GDP Growth,"
CEPR Discussion Papers
6746, C.E.P.R. Discussion Papers.
- Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14, pages 25-44, February.
- Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 949, European Central Bank.
- Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 25-44, February.
- Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008. "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
- António Rua, 2011.
"A wavelet approach for factor‐augmented forecasting,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(7), pages 666-678, November.
- António Rua, 2010. "A Wavelet Approach for Factor-Augmented Forecasting," Working Papers w201007, Banco de Portugal, Economics and Research Department.
- Köhler-Ulbrich, Petra & Asimakopoulos, Yannis & Doyle, Nicola & Magono, Ruth & Zachary, Marie-Denise & Walko, Zoltan & Stoess, Elmar & Kok, Christoffer & Wagner, Karin & Valckx, Nico & Martínez Pagés,, 2009. "Housing finance in the euro area," Occasional Paper Series 101, European Central Bank.
- Smith Paul, 2016. "Nowcasting UK GDP during the depression," Working Papers 1606, University of Strathclyde Business School, Department of Economics.
- Maximo Camacho & Gabriel Perez-Quiros, 2008.
"Introducing the EURO-STING: Short Term INdicator of Euro Area Growth,"
Working Papers
0807, Banco de España.
- Maximo Camacho & Gabriel Perez-Quiros, 2010. "Introducing the euro-sting: Short-term indicator of euro area growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 663-694.
- Pérez-Quirós, Gabriel & Camacho, Máximo, 2009. "Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth," CEPR Discussion Papers 7343, C.E.P.R. Discussion Papers.
- Mr. Troy D Matheson, 2011.
"New Indicators for Tracking Growth in Real Time,"
IMF Working Papers
2011/043, International Monetary Fund.
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- Morgese Borys, Magdalena & Polgár, Éva Katalin & Zlate, Andrei, 2008. "Real convergence and the determinants of growth in EU candidate and potential candidate countries: a panel data approach," Occasional Paper Series 86, European Central Bank.
- di Mauro, Filippo & Kaufmann, Robert K. & Karadeloglou, Pavlos, 2008. "Will oil prices decline over the long run?," Occasional Paper Series 98, European Central Bank.
- Gómez-Salvador, Ramón & Leiner-Killinger, Nadine, 2008. "An analysis of youth unemployment in the euro area," Occasional Paper Series 89, European Central Bank.
- Kai Carstensen & Steffen Henzel & Johannes Mayr & Klaus Wohlrabe, 2009. "IFOCAST: Methoden der ifo-Kurzfristprognose," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(23), pages 15-28, December.
- Trabandt, Mathias & Attinasi, Maria Grazia & Stark, Jürgen & Lalouette, Laure & Nickel, Christiane & Valenta, Vilém & van Riet, Ad & Leiner-Killinger, Nadine & Afonso, António & Warmedinger, Thomas & , 2010. "Euro area fiscal policies and the crisis," Occasional Paper Series 109, European Central Bank.
- Kajal Lahiri & George Monokroussos, 2011.
"Nowcasting US GDP: The role of ISM Business Surveys,"
Discussion Papers
11-01, University at Albany, SUNY, Department of Economics.
- Lahiri, Kajal & Monokroussos, George, 2013. "Nowcasting US GDP: The role of ISM business surveys," International Journal of Forecasting, Elsevier, vol. 29(4), pages 644-658.
- Liebermann, Joëlle, 2012. "Short-term forecasting of quarterly gross domestic product growth," Quarterly Bulletin Articles, Central Bank of Ireland, pages 74-84, February.
- Juraj Hucek & Alexander Karsay & Marian Vavra, 2015. "Short-term Forecasting of Real GDP Using Monthly Data," Working and Discussion Papers OP 1/2015, Research Department, National Bank of Slovakia.
- D'Elia, Enrico, 2010. "Predictions vs preliminary sample estimates," MPRA Paper 36070, University Library of Munich, Germany.
- Ritter, Raymond, 2009. "Transnational governance in global finance: the principles for stable capital flows and fair debt restructuring in emerging markets," Occasional Paper Series 103, European Central Bank.
- Liu, Philip & Matheson, Troy & Romeu, Rafael, 2012.
"Real-time forecasts of economic activity for Latin American economies,"
Economic Modelling, Elsevier, vol. 29(4), pages 1090-1098.
- Mr. Philip Liu & Rafael Romeu & Mr. Troy D Matheson, 2011. "Real-time Forecasts of Economic Activity for Latin American Economies," IMF Working Papers 2011/098, International Monetary Fund.
- Vitale, Giovanni & Moutot, Philippe, 2009. "Monetary policy strategy in a global environment," Occasional Paper Series 106, European Central Bank.
- Strauch, Rolf & Gómez-Salvador, Ramón & Ward-Warmedinger, Melanie & Turunen, Jarkko & Leiner-Killinger, Nadine & Masuch, Klaus, 2008. "Labour supply and employment in the euro area countries: developments and challenges," Occasional Paper Series 87, European Central Bank.
- Schumacher Christian, 2011. "Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 28-49, February.
- Bjørn Eraker & Ching Wai (Jeremy) Chiu & Andrew T. Foerster & Tae Bong Kim & Hernán D. Seoane, 2015.
"Bayesian Mixed Frequency VARs,"
Journal of Financial Econometrics, Oxford University Press, vol. 13(3), pages 698-721.
- Ching Wai Chiu & Bjorn Eraker & Andrew T. Foerster & Tae Bong Kim & Hernan D. Seoane, 2011. "Estimating VAR's sampled at mixed or irregular spaced frequencies : a Bayesian approach," Research Working Paper RWP 11-11, Federal Reserve Bank of Kansas City.
- Christophe Piette, 2016. "Predicting Belgium’s GDP using targeted bridge models," Working Paper Research 290, National Bank of Belgium.
- António Rua, 2016.
"A wavelet-based multivariate multiscale approach for forecasting,"
Working Papers
w201612, Banco de Portugal, Economics and Research Department.
- Rua, António, 2017. "A wavelet-based multivariate multiscale approach for forecasting," International Journal of Forecasting, Elsevier, vol. 33(3), pages 581-590.
- Stéphanie Guichard & Elena Rusticelli, 2011. "A Dynamic Factor Model for World Trade Growth," OECD Economics Department Working Papers 874, OECD Publishing.
- KETENCI, Natalya, 2010. "Cointegration Analysis Of Tourism Demand For Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
- Winkler, Adalbert & Polański, Zbigniew, 2008. "Russia, EU enlargement and the euro," Occasional Paper Series 93, European Central Bank.
- Massimiliano Marcellino & Christian Schumacher, 2010. "Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(4), pages 518-550, August.
- Мекенбаева Камила // Mekenbayeva Kamila & Karel Musil, 2017. "Система прогнозирования в Национальном Банке Казахстана: наукаст на основа опросов // Forecasting system at the National Bank of Kazakhstan: survey-based nowcasting," Working Papers #2017-1, National Bank of Kazakhstan.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2009. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Post-Print halshs-00344839, HAL.
- Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010. "Forecasting monthly industrial production in real-time: from single equations to factor-based models," Empirical Economics, Springer, vol. 39(2), pages 303-336, October.
- Jennifer Castle & David Hendry & Oleg Kitov, 2013. "Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview," Economics Series Working Papers 674, University of Oxford, Department of Economics.
- Chen, Pu, 2009. "A Note on Updating Forecasts When New Information Arrives between Two Periods," Economics Discussion Papers 2009-22, Kiel Institute for the World Economy (IfW Kiel).
- Arora Siddharth & Little Max A. & McSharry Patrick E., 2013. "Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(4), pages 395-420, September.
- Mäkinen, Mikko, 2016. "Nowcasting of Russian GDP growth," BOFIT Policy Briefs 4/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
- Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010.
"Are disaggregate data useful for factor analysis in forecasting French GDP?,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
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Articles
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"Forecasting the World Economy in the Short Term,"
The World Economy, Wiley Blackwell, vol. 35(3), pages 331-350, March.
See citations under working paper version above.
- Jakaitiene, Audrone & Dées, Stéphane, 2009. "Forecasting the world economy in the short-term," Working Paper Series 1059, European Central Bank.
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"Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 595-611.
Cited by:
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- António Rua & Carlos Melo Gouveia & Nuno Lourenço, 2020. "Forecasting tourism with targeted predictors in a data-rich environment," Working Papers w202005, Banco de Portugal, Economics and Research Department.
- Ard Reijer, 2013. "Forecasting Dutch GDP and inflation using alternative factor model specifications based on large and small datasets," Empirical Economics, Springer, vol. 44(2), pages 435-453, April.
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- Doll, Jens & Rosenthal, Beatrice & Volkenand, Jonas & Hamella, Sandra, 2017. "Nowcasting des deutschen BIP," Weidener Diskussionspapiere 59, University of Applied Sciences Amberg-Weiden (OTH).
- Reichlin, Lucrezia & Giannone, Domenico & Modugno, Michele & Banbura, Marta, 2012.
"Now-casting and the real-time data flow,"
CEPR Discussion Papers
9112, C.E.P.R. Discussion Papers.
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- Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta & Modugno, Michele, 2013. "Now-casting and the real-time data flow," Working Paper Series 1564, European Central Bank.
- Bańbura, Marta & Giannone, Domenico & Modugno, Michele & Reichlin, Lucrezia, 2013. "Now-Casting and the Real-Time Data Flow," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 195-237, Elsevier.
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"The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time,"
Working Papers
wp919, Dipartimento Scienze Economiche, Universita' di Bologna.
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- Andrejs Bessonovs, 2015. "Suite of Latvia's GDP forecasting models," Working Papers 2015/01, Latvijas Banka.
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"Inflation expectations in the euro area: are consumers rational?,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(3), pages 591-607, September.
- António Rua & Cláudia Duarte & Francisco Craveiro Dias, 2008. "Inflation expectations in the euro area: Are consumers rational?," Working Papers w200823, Banco de Portugal, Economics and Research Department.
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"A two-step estimator for large approximate dynamic factor models based on Kalman filtering,"
Journal of Econometrics, Elsevier, vol. 164(1), pages 188-205, September.
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- Catherine Doz & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print hal-00844811, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006. "A Two-step estimator for large approximate dynamic factor models based on Kalman filtering," THEMA Working Papers 2006-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," Post-Print hal-00638009, HAL.
- Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2011. "A two-step estimator for large approximate dynamic factor models based on Kalman filtering," PSE-Ecole d'économie de Paris (Postprint) hal-00638009, HAL.
- Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2007. "A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering," CEPR Discussion Papers 6043, C.E.P.R. Discussion Papers.
- Christian Grimme & Robert Lehmann & Marvin Noeller, 2019.
"Forecasting Imports with Information from Abroad,"
ifo Working Paper Series
294, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Christian Grimme & Robert Lehmann & Marvin Noeller, 2018. "Forecasting Imports with Information from Abroad," CESifo Working Paper Series 7079, CESifo.
- Grimme, Christian & Lehmann, Robert & Noeller, Marvin, 2021. "Forecasting imports with information from abroad," Economic Modelling, Elsevier, vol. 98(C), pages 109-117.
- Mahmut Günay, 2015. "Forecasting Turkish Industrial Production Growth With Static Factor Models," International Econometric Review (IER), Econometric Research Association, vol. 7(2), pages 64-78, September.
- Heiner Mikosch & Laura Solanko, 2019. "Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 19-35, March.
- Tóth, Peter, 2014.
"Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP],"
MPRA Paper
63713, University Library of Munich, Germany.
- Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
- Lombardi, Marco J. & Maier, Philipp, 2011. "Forecasting economic growth in the euro area during the Great Moderation and the Great Recession," Working Paper Series 1379, European Central Bank.
- 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.
- Dahlhaus, Tatjana & Guénette, Justin-Damien & Vasishtha, Garima, 2017.
"Nowcasting BRIC+M in real time,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 915-935.
- Tatjana Dahlhaus & Justin-Damien Guénette & Garima Vasishtha, 2015. "Nowcasting BRIC+M in Real Time," Staff Working Papers 15-38, Bank of Canada.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011.
"Nowcasting GDP in real-time: A density combination approach,"
Working Paper
2011/11, Norges Bank.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2014. "Nowcasting GDP in Real Time: A Density Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 48-68, January.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in Real-Time: A Density Combination Approach," Working Papers No 1/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- an de Meulen, Philipp, 2015. "Das RWI-Kurzfristprognosemodell," RWI Konjunkturberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, vol. 66(2), pages 25-46.
- 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.
- Matteo Luciani & Lorenzo Ricci, 2014.
"Nowcasting Norway,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 215-248, December.
- Matteo Luciani & Lorenzo Ricci, 2013. "Nowcasting Norway," Working Papers ECARES ECARES 2013-10, ULB -- Universite Libre de Bruxelles.
- Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014.
"A multi-country approach to forecasting output growth using PMIs,"
Globalization Institute Working Papers
213, Federal Reserve Bank of Dallas.
- Alexander Chudik & Valerie Grossman & M. Hashem Pesaran, 2014. "A Multi-Country Approach to Forecasting Output Growth Using PMIs," CESifo Working Paper Series 5100, CESifo.
- Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2016. "A multi-country approach to forecasting output growth using PMIs," Journal of Econometrics, Elsevier, vol. 192(2), pages 349-365.
- Katja Heinisch & Rolf Scheufele, 2018.
"Bottom-up or direct? Forecasting German GDP in a data-rich environment,"
Empirical Economics, Springer, vol. 54(2), pages 705-745, March.
- Katja Drechsel & Dr. Rolf Scheufele, 2012. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," Working Papers 2012-16, Swiss National Bank.
- Drechsel, Katja & Scheufele, Rolf, 2013. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," IWH Discussion Papers 7/2013, Halle Institute for Economic Research (IWH).
- Germán López, 2015. "Forecast Accuracy of Small and Large Scale Dynamic Factor Models in Developing Economies," Working Papers. Serie AD 2015-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni, 2011. "Tracking India Growth in Real Time," Working Papers 11/90, National Institute of Public Finance and Policy.
- Boriss Siliverstovs, 2015.
"Dissecting Models' Forecasting Performance,"
KOF Working papers
15-397, KOF Swiss Economic Institute, ETH Zurich.
- Siliverstovs, Boriss, 2017. "Dissecting models' forecasting performance," Economic Modelling, Elsevier, vol. 67(C), pages 294-299.
- 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.
- Alessandro Borin & Riccardo Cristadoro & Roberto Golinelli & Giuseppe Parigi, 2012. "Forecasting world output: the rising importance of emerging economies," Temi di discussione (Economic working papers) 853, Bank of Italy, Economic Research and International Relations Area.
- Lourenço, Nuno & Gouveia, Carlos Melo & Rua, António, 2021. "Forecasting tourism with targeted predictors in a data-rich environment," Economic Modelling, Elsevier, vol. 96(C), pages 445-454.
- Bańbura, Marta & Belousova, Irina & Bodnár, Katalin & Tóth, Máté Barnabás, 2023. "Nowcasting employment in the euro area," Working Paper Series 2815, European Central Bank.
- Esteves, Paulo Soares, 2013.
"Direct vs bottom–up approach when forecasting GDP: Reconciling literature results with institutional practice,"
Economic Modelling, Elsevier, vol. 33(C), pages 416-420.
- Paulo Esteves, 2011. "Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice," Working Papers w201129, Banco de Portugal, Economics and Research Department.
- António Rua, 2011.
"A wavelet approach for factor‐augmented forecasting,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(7), pages 666-678, November.
- António Rua, 2010. "A Wavelet Approach for Factor-Augmented Forecasting," Working Papers w201007, Banco de Portugal, Economics and Research Department.
- Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz, 2015. "Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-75.
- Marek Rusnak, 2013.
"Nowcasting Czech GDP in Real Time,"
Working Papers
2013/06, Czech National Bank.
- Rusnák, Marek, 2016. "Nowcasting Czech GDP in real time," Economic Modelling, Elsevier, vol. 54(C), pages 26-39.
- Anna Norin, 2011. "Nowcasting of the Gross Regional Product," ERSA conference papers ersa10p768, European Regional Science Association.
- Caruso, Alberto, 2019.
"Macroeconomic news and market reaction: Surprise indexes meet nowcasting,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1725-1734.
- Alberto Caruso, 2018. "Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting," Working Papers ECARES 2018-06, ULB -- Universite Libre de Bruxelles.
- Schumacher, Christian, 2016. "A comparison of MIDAS and bridge equations," International Journal of Forecasting, Elsevier, vol. 32(2), pages 257-270.
- Dias, Francisco & Pinheiro, Maximiano & Rua, António, 2015. "Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence," Economic Modelling, Elsevier, vol. 44(C), pages 266-272.
- Francisco Dias & Maximiano Pinheiro & António Rua, 2018.
"A bottom-up approach for forecasting GDP in a data-rich environment,"
Applied Economics Letters, Taylor & Francis Journals, vol. 25(10), pages 718-723, June.
- Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z., 2016. "Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 405-417.
- João Valle e Azevedo & Ana Pereira, 2008.
"Approximating and Forecasting Macroeconomic Signals in Real-Time,"
Working Papers
w200819, Banco de Portugal, Economics and Research Department.
- Valle e Azevedo, João & Pereira, Ana, 2013. "Approximating and forecasting macroeconomic signals in real-time," International Journal of Forecasting, Elsevier, vol. 29(3), pages 479-492.
- Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier, 2012.
"Nowcasting German GDP: A comparison of bridge and factor models,"
Journal of Policy Modeling, Elsevier, vol. 34(6), pages 864-878.
- Antipa, P. & Barhoumi, K. & Brunhes-Lesage, V. & Darné, O., 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Working papers 401, Banque de France.
- Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter, 2014. "Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components," Tinbergen Institute Discussion Papers 14-113/III, Tinbergen Institute.
- 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.).
- Kajal Lahiri & George Monokroussos, 2011.
"Nowcasting US GDP: The role of ISM Business Surveys,"
Discussion Papers
11-01, University at Albany, SUNY, Department of Economics.
- Lahiri, Kajal & Monokroussos, George, 2013. "Nowcasting US GDP: The role of ISM business surveys," International Journal of Forecasting, Elsevier, vol. 29(4), pages 644-658.
- 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.
- Liebermann, Joëlle, 2012. "Short-term forecasting of quarterly gross domestic product growth," Quarterly Bulletin Articles, Central Bank of Ireland, pages 74-84, February.
- Pinkwart, Nicolas, 2018. "Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations," Discussion Papers 36/2018, Deutsche Bundesbank.
- Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010. "Forecasting industrial production: the role of information and methods," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The IFC's contribution to the 57th ISI Session, Durban, August 2009, volume 33, pages 227-235, Bank for International Settlements.
- Lopez-Buenache, German, 2019. "The evolution of monetary policy effectiveness under macroeconomic instability," Economic Modelling, Elsevier, vol. 83(C), pages 221-233.
- Roman Horvath, 2012. "Do Confidence Indicators Help Predict Economic Activity? The Case of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 398-412, November.
- 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.
- 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.
- Dimitra Lamprou, 2015. "Nowcasting GDP in Greece: A Note on Forecasting Improvements from the Use of Bridge Models," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 13(1), pages 85-100.
- Caruso, Alberto, 2018. "Nowcasting with the help of foreign indicators: The case of Mexico," Economic Modelling, Elsevier, vol. 69(C), pages 160-168.
- 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.
- Alberto Caruso, 2015. "Nowcasting Mexican GDP," Working Papers ECARES ECARES 2015-40, ULB -- Universite Libre de Bruxelles.
- Martin Feldkircher & Florian Huber & Josef Schreiner & Julia Woerz & Marcel Tirpak & Peter Toth, 2015. "Small-scale nowcasting models of GDP for selected CESEE countries," Working and Discussion Papers WP 4/2015, Research Department, National Bank of Slovakia.
- 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.
- Kitlinski, Tobias & an de Meulen, Philipp, 2015. "The role of targeted predictors for nowcasting GDP with bridge models: Application to the Euro area," Ruhr Economic Papers 559, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Pirschel, Inske, 2015. "Forecasting Euro Area Recessions in real-time with a mixed-frequency Bayesian VAR," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113031, Verein für Socialpolitik / German Economic Association.
- Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010.
"Are disaggregate data useful for factor analysis in forecasting French GDP?,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
- Barhoumi, K. & Darné, O. & Ferrara, L., 2009. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers 232, Banque de France.
- Ard Reijer & Andreas Johansson, 2019. "Nowcasting Swedish GDP with a large and unbalanced data set," Empirical Economics, Springer, vol. 57(4), pages 1351-1373, October.
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This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper 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-ECM: Econometrics (2) 2009-07-03 2009-08-08
- NEP-FOR: Forecasting (2) 2009-07-03 2009-08-08
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