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Nowcasting global economic growth: A factor-augmented mixed-frequency approach
Citations
Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Guest Contribution: “Nowcasting Global GDP Growth”
by Menzie Chinn in Econbrowser on 2015-03-12 09:56:18
Citations
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Cited by:
- 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.
- Baumeister, Christiane & Guerin, Pierre, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CEPR Discussion Papers 15403, C.E.P.R. Discussion Papers.
- Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CESifo Working Paper Series 8656, CESifo.
- Christiane Baumeister & Pierre Guerin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CAMA Working Papers 2020-93, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," NBER Working Papers 28014, National Bureau of Economic Research, Inc.
- Camacho, Maximo & Martinez-Martin, Jaime, 2015.
"Monitoring the world business cycle,"
Economic Modelling, Elsevier, vol. 51(C), pages 617-625.
- Maximo Camacho & Jaime Martinez-Martin, 2015. "Monitoring the world business cycle," Working Papers 1509, Banco de España.
- Maximo Camacho & Jaime Martinez-Martin, 2015. "Monitoring the world business cycle," Globalization Institute Working Papers 228, Federal Reserve Bank of Dallas.
- Maximo Camacho & Jaime Martinez Martin, 2015. "Monitoring the world business cycle," Working Papers 1506, BBVA Bank, Economic Research Department.
- Garnitz, Johanna & Lehmann, Robert & Wohlrabe, Klaus, 2019.
"Forecasting GDP all over the world using leading indicators based on comprehensive survey data,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 51(54), pages 5802-5816.
- Johanna Garnitz & Robert Lehmann & Klaus Wohlrabe, 2019. "Forecasting GDP all over the world using leading indicators based on comprehensive survey data," Applied Economics, Taylor & Francis Journals, vol. 51(54), pages 5802-5816, November.
- Garnitz, Johanna & Lehmann, Robert & Wohlrabe, Klaus, 2017. "Forecasting GDP all over the World: Evidence from Comprehensive Survey Data," MPRA Paper 81772, University Library of Munich, Germany.
- Garnitz, Johanna & Lehmann, Robert & Wohlrabe, Klaus, 2019. "Forecasting GDP all over the world using leading indicators based on comprehensive survey data," Munich Reprints in Economics 78264, University of Munich, Department of Economics.
- Johanna Garnitz & Robert Lehmann & Klaus Wohlrabe, 2019. "Forecasting GDP all over the world using leading indicators based on comprehensive survey data," CESifo Working Paper Series 7691, CESifo.
- Kose, M. Ayhan & Sugawara, Naotaka & Terrones, Marco E., 2020.
"Global Recessions,"
MPRA Paper
98608, University Library of Munich, Germany.
- M. Ayhan Kose & Naotaka Sugawara & Marco E. Terrones, 2020. "Global recessions," CAMA Working Papers 2020-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kose, M. Ayhan & Sugawara, Naotaka & E. Terrones, Marco, 2020. "Global Recessions," CEPR Discussion Papers 14397, C.E.P.R. Discussion Papers.
- Kose,Ayhan & Sugawara,Naotaka & Terrones,Marco E., 2020. "Global Recessions," Policy Research Working Paper Series 9172, The World Bank.
- M. Ayhan Kose & Naotaka Sugawara & Marco E. Terrones, 2020. "Global Recessions," Koç University-TUSIAD Economic Research Forum Working Papers 2002, Koc University-TUSIAD Economic Research Forum.
- M. Ayhan Kose & Naotaka Sugawara & Marco E. Terrones, 2020. "Global Recessions," Working Papers 162, Peruvian Economic Association.
- I. A. Kirichenko & A. V. Smirnov, 2024. "Composite Supply Index of Investment Products as a Proxy Indicator of Fixed Capital Investment," Studies on Russian Economic Development, Springer, vol. 35(2), pages 215-225, April.
- Jack Fosten & Shaoni Nandi, 2023. "Nowcasting from cross‐sectionally dependent panels," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 898-919, September.
- Knut Are Aastveit & Tuva Marie Fastbø & Eleonora Granziera & Kenneth Sæterhagen Paulsen & Kjersti Næss Torstensen, 2024. "Nowcasting Norwegian household consumption with debit card transaction data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(7), pages 1220-1244, November.
- 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.
- 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.
- Knut Are Aastveit & Tuva Marie Fastbø & Eleonora Granziera & Kenneth Sæterhagen Paulsen & Kjersti Næss Torstensen, 2020. "Nowcasting Norwegian household consumption with debit card transaction data," Working Paper 2020/17, Norges Bank.
- Laurent Ferrara & Anna Simoni, 2023.
"When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
- Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
- Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Post-Print hal-03919944, HAL.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
- Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers 717, Banque de France.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
- Michael Zhemkov, 2021.
"Nowcasting Russian GDP using forecast combination approach,"
International Economics, CEPII research center, issue 168, pages 10-24.
- Zhemkov, Michael, 2021. "Nowcasting Russian GDP using forecast combination approach," International Economics, Elsevier, vol. 168(C), pages 10-24.
- Martin Enilov, 2024. "The predictive power of commodity prices for future economic growth: Evaluating the role of economic development," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3040-3062, July.
- Jean-Charles Bricongne & Baptiste Meunier & Raquel Caldeira, 2024. "Should Central Banks Care About Text Mining? A Literature Review," Working papers 950, Banque de France.
- Francesco Ravazzolo & Joaquin Vespignani, 2020.
"World steel production: A new monthly indicator of global real economic activity,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 743-766, May.
- Ravazzolo, Francesco & Vespignani, Joaquin, 2017. "World steel production: A new monthly indicator of global real economic activity," Working Papers 2017-08, University of Tasmania, Tasmanian School of Business and Economics.
- Francesco Ravazzolo & Joaquin Vespignani, 2017. "World steel production: A new monthly indicator of global real economic activity," CAMA Working Papers 2017-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Denisa Georgiana Banulescu & Ferrara Laurent & Marsilli Clément, 2019.
"Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences,"
Working Papers
hal-03563168, HAL.
- Denisa BANULESCU-RADU & Laurent FERRARA & Clément MARSILLI, 2019. "Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences," LEO Working Papers / DR LEO 2710, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- 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.
- Luciano Campos & Danilo Leiva-León & Steven Zapata- Álvarez, 2022. "Latin American Falls, Rebounds and Tail Risks," Borradores de Economia 1201, Banco de la Republica de Colombia.
- 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.
- Baumann, Ursel & Gomez-Salvador, Ramon & Seitz, Franz, 2019. "Detecting turning points in global economic activity," Working Paper Series 2310, European Central Bank.
- Luke Hartigan & Tom Rosewall, 2024.
"Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator,"
Working Papers
2024-15, University of Sydney, School of Economics.
- Luke Hartigan & Tom Rosewall, 2024. "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," RBA Research Discussion Papers rdp2024-04, Reserve Bank of Australia.
- Ferrara , L. & Marsilli, C., 2016. "Nowcasting global economic growth," Rue de la Banque, Banque de France, issue 23, April..
- Chatelais, Nicolas & Stalla-Bourdillon, Arthur & Chinn, Menzie D., 2023.
"Forecasting real activity using cross-sectoral stock market information,"
Journal of International Money and Finance, Elsevier, vol. 131(C).
- Nicolas Chatelais & Arthur Stalla-Bourdillon & Menzie Chinn, 2023. "Forecasting real activity using cross-sectoral stock market information," Post-Print hal-04459605, HAL.
- Clément Marsilli, 2014. "Variable Selection in Predictive MIDAS Models," Working papers 520, Banque de France.
- Mahmut Gunay, 2018. "Nowcasting Annual Turkish GDP Growth with MIDAS," CBT Research Notes in Economics 1810, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Nicolas Chatelais & Menzie Chinn & Arthur Stalla-Bourdillon, 2022.
"Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section,"
Working papers
903, Banque de France.
- Nicolas Chatelais & Arthur Stalla-Bourdillon & Menzie D. Chinn, 2022. "Macroeconomic Forecasting using Filtered Signals from a Stock Market Cross Section," NBER Working Papers 30305, National Bureau of Economic Research, Inc.
- Fosten, Jack & Nandi, Shaoni, 2025. "Nowcasting U.S. state-level CO2 emissions and energy consumption," International Journal of Forecasting, Elsevier, vol. 41(1), pages 20-30.