Real-Time Nowcasting Nominal GDP Under Structural Break
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- Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo, 2014. "Real-Time Nowcasting Nominal GDP Under Structural Break," MPRA Paper 53699, University Library of Munich, Germany.
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- Christian Glocker & Philipp Wegmüller, 2017. "Business Cycle Dating and Forecasting with Real-time Swiss GDP Data," WIFO Working Papers 542, WIFO.
- Ductor, Lorenzo & Leiva-Leon, Danilo, 2016.
"Dynamics of global business cycle interdependence,"
Journal of International Economics, Elsevier, vol. 102(C), pages 110-127.
- Lorenzo Ductor & Danilo Leiva-Leon, 2015. "Dynamics of Global Business Cycles Interdependence," Working Papers Central Bank of Chile 763, Central Bank of Chile.
- Gálvez-Soriano Oscar de Jesús, 2018. "Nowcasting Mexican GDP using Factor Models and Bridge Equations," Working Papers 2018-06, Banco de México.
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More about this item
Keywords
Mixed Frequency; Ragged Edges; Real-Time; Nowcasting; Missing Data; Nonlinear; Structural Breaks; Dynamic Factor; Monetary Policy.;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
Statistics
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