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Forecasting Austrian GDP using the generalized dynamic factor model

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Author Info
Martin Schneider () (Oesterreichische Nationalbank, Economic Analysis Division, Otto-Wagner Platz 3, POB 61, A-1011 Vienna)
Martin Spitzer () (Oesterreichische Nationalbank, Economic Analysis Division)

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Abstract

In this paper, a generalized dynamic factor model is utilized to produce short-term forecasts of real Austrian GDP. The model follows the frequency domain approach proposed by Forni, Hallin, Lippi and Reichlin (2000, 2003). The forecasting performance of the model with a large data set of 143 variables has been assessed relative to simple univariate time-series forecasts. The results show that the factor model can barely outperform the much simpler benchmark model, given the usuall levels of significance. Thus we followed a line of research proposed by Boivin and Ng (2003) and Watson (2000), who suggested that the use of a small data set may increase the forecasting performance. The main finding from our extensive out-of-sample forecasting experiment that we have conducted is that the best forecasting performance can be achieved with small data sets with a handful of variables only. These models perform signifi- cantly better than the large model. This result seems to contradict the basic idea of dynamic factor models, which have been constructed to exploit the potentially useful information of a large data set.

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Paper provided by Oesterreichische Nationalbank (Austrian Central Bank) in its series Working Papers with number 89.

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Length: 40 pages
Date of creation: 27 Aug 2004
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Handle: RePEc:onb:oenbwp:89

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Postal: Oesterreichische Nationalbank, Economic Studies Division, c/o Beate Hofbauer-Berlakovich, POB 61, A-1011 Vienna, Austria
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  1. Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano, 2002. "Factor Forecasts for the UK," CEPR Discussion Papers 3119, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  2. Jean Boivin & Serena Ng, 2003. "Are More Data Always Better for Factor Analysis?," NBER Working Papers 9829, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Altissimo, Filippo & Bassanetti, Antonio & Cristadoro, Riccardo & Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia & Veronese, Giovanni, 2001. "EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle," CEPR Discussion Papers 3108, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Rangan Gupta & Alain Kabundi, 2008. "A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers 200815, University of Pretoria, Department of Economics. [Downloadable!]
  2. Massimiliano Marcellino & Christian Schumacher, 2008. "Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1," Working Papers 333, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  3. Gerhard Fenz & Martin Spitzer, 2006. "An Unobserved Components Model to forecast Austrian GDP," Working Papers 119, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
  4. Hans Genberg, 2006. "Exchange-Rate Arrangements and Financial Integration in East Asia: On a Collision Course?," Working Papers 122, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    Other versions:
  5. Oliver Blaskowitz & Helmut Herwartz, 2008. "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers SFB649DP2008-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  6. Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," ECARES Working Papers 2008_012, Université Libre de Bruxelles, Ecares. [Downloadable!]
    Other versions:
  7. Maria Antoinette Silgoner, 2005. "An Overview of European Economic Indicators: Great Variety of Data on the Euro Area, Need for More Extensive Coverage of the New EU Member States," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 66-89, November. [Downloadable!]
  8. Boriss Siliverstovs & Konstantin A. Kholodilin, 2006. "On Selection of Components for a Diffusion Index Model: It's not the Size, It's How You Use It," Discussion Papers of DIW Berlin 598, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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  9. Konstantin A. Kholodilin & Boriss Siliverstovs, 2005. "On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence," Discussion Papers of DIW Berlin 522, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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  10. Sven Arndt, 2006. "Regional Currency Arrangements in North America," Working Papers 121, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    Other versions:
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