Short-term forecasting for empirical economists. A survey of the recently proposed algorithms
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- Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2013. "Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms," Foundations and Trends(R) in Econometrics, now publishers, vol. 6(2), pages 101-161, November.
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- Oxana Babecka Kucharcukova & Jan Bruha, 2016. "Nowcasting the Czech Trade Balance," Working Papers 2016/11, Czech National Bank.
- 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],"
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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.
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"Nowcasting Scottish GDP Growth,"
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- Ashley Hirashima & James Jones & Carl S. Bonham & Peter Fuleky, 2016. "Nowcasting Tourism Industry Performance Using High Frequency Covariates," Working Papers 201611, University of Hawaii at Manoa, Department of Economics.
- Carl Bonham & Peter Fuleky & James Jones & Ashley Hirashima, 2015. "Nowcasting Tourism Industry Performance Using High Frequency Covariates," Working Papers 2015-13R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Jul 2016.
- 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 EstadÃstica.
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"Google data in bridge equation models for German GDP,"
International Journal of Forecasting, Elsevier, vol. 35(1), pages 45-66.
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- Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith, 2019. "Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 12-45, September.
- Pavel Vidal Alejandro & Lya Paola Sierra Suárez & Johana Sanabria Dominguez & Jaime Andres Collazos Rodríguez, 2015.
"Indicador mensual de actividad económica (IMAE) para el Valle del Cauca,"
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- Mikosch, Heiner & Solanko, Laura, 2017. "Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators," BOFIT Discussion Papers 19/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
- Marcos Bujosa & Antonio García‐Ferrer & Aránzazu de Juan & Antonio Martín‐Arroyo, 2020. "Evaluating early warning and coincident indicators of business cycles using smooth trends," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 1-17, January.
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- repec:zbw:bofitp:2017_019 is not listed on IDEAS
- Smith Paul, 2016. "Nowcasting UK GDP during the depression," Working Papers 1606, University of Strathclyde Business School, Department of Economics.
- 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.
- Allan, Grant & Koop, Gary & McIntyre, Stuart & Smith, Paul, 2014. "Nowcasting Scottish GDP Growth," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 2015-08, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Mikosch, Heiner & Solanko, Laura, 2017. "Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators," BOFIT Discussion Papers 19/2017, Bank of Finland, Institute for Economies in Transition.
- Fornaro, Paolo, 2016. "Predicting Finnish economic activity using firm-level data," International Journal of Forecasting, Elsevier, vol. 32(1), pages 10-19.
- Mikel Bedayo & Ángel Estrada & Jesús Saurina, 2018. "Bank capital, lending booms, and busts. Evidence from Spain in the last 150 years," Working Papers 1847, Banco de España.
- Kitlinski, Tobias, 2015. "With or without you: Do financial data help to forecast industrial production?," Ruhr Economic Papers 558, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
More about this item
Keywords
Forecasting; GDP growth; time series;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2013-11-16 (Econometric Time Series)
- NEP-FOR-2013-11-16 (Forecasting)
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