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Forecasting Austrian GDP using the generalized dynamic factor model

Citations

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Cited by:

  1. 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.
  2. repec:onb:oenbwp:y::i:112:b:1 is not listed on IDEAS
  3. Daniel Armeanu & Jean Vasile Andrei & Leonard Lache & Mirela Panait, 2017. "A multifactor approach to forecasting Romanian gross domestic product (GDP) in the short run," PLOS ONE, Public Library of Science, vol. 12(7), pages 1-23, July.
  4. 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.
  5. Hyun Hak Kim, 2013. "Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea," Working Papers 2013-26, Economic Research Institute, Bank of Korea.
  6. Gupta, Rangan & Kabundi, Alain, 2011. "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1076-1088, October.
  7. Gerhard Fenz & Martin Spitzer, 2006. "An Unobserved Components Model to Forecast Austrian GDP," Working Papers 119, Oesterreichische Nationalbank (Austrian Central Bank).
  8. repec:onb:oenbwp:y::i:122:b:1 is not listed on IDEAS
  9. Sven Arndt, 2006. "Regional currency arrangements in North America," International Economics and Economic Policy, Springer, vol. 3(3), pages 265-280, December.
  10. repec:onb:oenbwp:y::i:130:b:1 is not listed on IDEAS
  11. Christian Gillitzer & Jonathan Kearns, 2007. "Forecasting with Factors: The Accuracy of Timeliness," RBA Research Discussion Papers rdp2007-03, Reserve Bank of Australia.
  12. Massimiliano Marcellino & Christian Schumacher, 2010. "Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(4), pages 518-550, August.
  13. Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian, 2009. "Pooling versus model selection for nowcasting with many predictors: an application to German GDP," Discussion Paper Series 1: Economic Studies 2009,03, Deutsche Bundesbank.
  14. Sandra Eickmeier & Christina Ziegler, 2008. "How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 237-265.
  15. repec:onb:oenbwp:y::i:118:b:1 is not listed on IDEAS
  16. Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," Economics Working Papers ECO2008/22, European University Institute.
  17. repec:onb:oenbwp:y::i:127:b:1 is not listed on IDEAS
  18. Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, Tilburg University, School of Economics and Management.
  19. repec:onb:oenbwp:y::i:120:b:1 is not listed on IDEAS
  20. Boriss Siliverstovs & Kinstantin Kholodilim, 2009. "On selection of components for a diffusion index model: it's not the size, it's how you use it," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1249-1254.
  21. Muriel Nguiffo-Boyom, 2008. "A monthly indicator of Economic activity for Luxembourg," BCL working papers 31, Central Bank of Luxembourg.
  22. Červená, Marianna & Schneider, Martin, 2014. "Short-term forecasting of GDP with a DSGE model augmented by monthly indicators," International Journal of Forecasting, Elsevier, vol. 30(3), pages 498-516.
  23. repec:onb:oenbwp:y::i:124:b:1 is not listed on IDEAS
  24. Hans Genberg, 2006. "Exchange-rate arrangements and financial integration in East Asia: on a collision course?," International Economics and Economic Policy, Springer, vol. 3(3), pages 359-377, December.
  25. Andrejs Bessonovs, 2015. "Suite of Latvia's GDP forecasting models," Working Papers 2015/01, Latvijas Banka.
  26. repec:onb:oenbwp:y::i:109:b:1 is not listed on IDEAS
  27. Buss, Ginters, 2010. "A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle," MPRA Paper 22147, University Library of Munich, Germany.
  28. repec:onb:oenbwp:y::i:111:b:1 is not listed on IDEAS
  29. repec:onb:oenbwp:y::i:106:b:1 is not listed on IDEAS
  30. repec:onb:oenbwp:y::i:163:b:1 is not listed on IDEAS
  31. 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.
  32. Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
  33. Kholodilin Konstantin Arkadievich & Siliverstovs Boriss, 2006. "On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 226(3), pages 234-259, June.
  34. repec:onb:oenbwp:y::i:103:b:1 is not listed on IDEAS
  35. Christian Schumacher, 2007. "Forecasting German GDP using alternative factor models based on large datasets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(4), pages 271-302.
  36. repec:onb:oenbwp:y::i:89:b:1 is not listed on IDEAS
  37. repec:onb:oenbwp:y::i:125:b:1 is not listed on IDEAS
  38. repec:onb:oenbwp:y::i:96:b:1 is not listed on IDEAS
  39. repec:onb:oenbwp:y::i:114:b:1 is not listed on IDEAS
  40. repec:onb:oenbwp:y::i:121:b:1 is not listed on IDEAS
  41. repec:onb:oenbwp:y::i:128:b:1 is not listed on IDEAS
  42. repec:onb:oenbwp:y::i:104:b:1 is not listed on IDEAS
  43. repec:onb:oenbwp:y::i:92:b:1 is not listed on IDEAS
  44. Gupta, Rangan & Kabundi, Alain & Miller, Stephen M., 2011. "Forecasting the US real house price index: Structural and non-structural models with and without fundamentals," Economic Modelling, Elsevier, vol. 28(4), pages 2013-2021, July.
  45. Marcellino, Massimiliano & Schumacher, Christian, 2007. "Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP," Discussion Paper Series 1: Economic Studies 2007,34, Deutsche Bundesbank.
  46. Viktors Ajevskis & Gundars Davidsons, 2008. "Dynamic Factor Models in Forecasting Latvia's Gross Domestic Product," Working Papers 2008/02, Latvijas Banka.
  47. Jos Jansen & Jasper de Winter, 2016. "Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries," DNB Working Papers 507, Netherlands Central Bank, Research Department.
  48. Alhassan Abdullah Mohammed, 2011. "A Coincident Indicator of the Gulf Cooperation Council Business Cycle," Review of Middle East Economics and Finance, De Gruyter, vol. 6(3), pages 1-23, February.
  49. Chris Heaton & Natalia Ponomareva & Qin Zhang, 2020. "Forecasting models for the Chinese macroeconomy: the simpler the better?," Empirical Economics, Springer, vol. 58(1), pages 139-167, January.
  50. Jansen, W. Jos & Jin, Xiaowen & de Winter, Jasper M., 2016. "Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts," International Journal of Forecasting, Elsevier, vol. 32(2), pages 411-436.
  51. Murphy, Alan P, 2005. "An Economic Activity Index for Ireland: The Dynamic Single-Factor Method," Research Technical Papers 4/RT/05, Central Bank of Ireland.
  52. repec:onb:oenbwp:y::i:94:b:1 is not listed on IDEAS
  53. Hallin, Marc & Liska, Roman, 2011. "Dynamic factors in the presence of blocks," Journal of Econometrics, Elsevier, vol. 163(1), pages 29-41, July.
  54. repec:onb:oenbwp:y::i:113:b:1 is not listed on IDEAS
  55. repec:onb:oenbwp:y::i:110:b:1 is not listed on IDEAS
  56. repec:onb:oenbwp:y::i:123:b:1 is not listed on IDEAS
  57. repec:onb:oenbwp:y::i:119:b:1 is not listed on IDEAS
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