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A dynamic factor model for nowcasting Canadian GDP growth

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Cited by:

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Chris D'Souza & Jane Voll, 2021. "Qualitative Field Research in Monetary Policy Making," Discussion Papers 2021-1, Bank of Canada.
  7. 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.
  8. 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.
  9. 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.
  10. Daniel Hopp, 2022. "Benchmarking Econometric and Machine Learning Methodologies in Nowcasting," Papers 2205.03318, arXiv.org.
  11. 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.).
  12. 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.
  13. 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.
  14. Tony Chernis & Taylor Webley, 2022. "Nowcasting Canadian GDP with Density Combinations," Discussion Papers 2022-12, Bank of Canada.
  15. Patrick Rizzetto, 2018. "GDP by Industry in Real Time: Are Revisions Well Behaved?," Staff Analytical Notes 2018-40, Bank of Canada.
  16. 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 Jan 2025.
  17. 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.
  18. Daniel Hopp, 2021. "Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM)," Papers 2106.08901, arXiv.org.
  19. 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).
  20. André Binette & Tony Chernis & Daniel de Munnik, 2017. "Global Real Activity for Canadian Exports: GRACE," Discussion Papers 17-2, Bank of Canada.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. James T. E. Chapman & Ajit Desai, 2023. "Macroeconomic Predictions Using Payments Data and Machine Learning," Forecasting, MDPI, vol. 5(4), pages 1-32, November.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. Alina Stundziene & Vaida Pilinkiene & Jurgita Bruneckiene & Andrius Grybauskas & Mantas Lukauskas & Irena Pekarskiene, 2024. "Future directions in nowcasting economic activity: A systematic literature review," Journal of Economic Surveys, Wiley Blackwell, vol. 38(4), pages 1199-1233, September.
  31. 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.
  32. 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.
  33. Tony Chernis & Rodrigo Sekkel, 2018. "Nowcasting Canadian Economic Activity in an Uncertain Environment," Discussion Papers 18-9, Bank of Canada.
  34. 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).
  35. 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.
  36. 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.
  37. 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.
  38. 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.
  39. Iva Glišic, 2024. "A comparison of using MIDAS and LSTM models for GDP nowcasting," Working Papers Bulletin 22, National Bank of Serbia.
  40. 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.
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