Author : Máximo Camacho
Publisher :
Page : 0 pages
File Size : 43,80 MB
Release : 2009
Category : Business cycles
ISBN :
We propose a model to compute short-term forecasts of the Euro area GDP growth in real-time. To allow for forecast evaluation, we construct a real-time data set that changes for each vintage date and includes the exact information that was available at the time of each forecast. In this context, we provide examples that show how data revisions and data availability affect point forecasts and forecast uncertainty. [Resumen de autor]
Author : Maximo Camacho
Publisher :
Page : 48 pages
File Size : 11,3 MB
Release : 2009
Category :
ISBN :
Author :
Publisher :
Page : 46 pages
File Size : 49,84 MB
Release : 2008
Category :
ISBN :
Author : Mr.Troy Matheson
Publisher : International Monetary Fund
Page : 24 pages
File Size : 24,95 MB
Release : 2011-02-01
Category : Business & Economics
ISBN : 1455218995
We develop monthly indicators for tracking growth in 32 advanced and emerging-market economies. We test the historical performance of our indicators and find that they do a good job at describing the business cycle. In a recursive out-of-sample forecasting exercise, we find that the indicators generally produce good GDP growth forecasts relative to a range of time series models.
Author : Ralf Brüggemann
Publisher : Walter de Gruyter GmbH & Co KG
Page : 176 pages
File Size : 50,51 MB
Release : 2016-11-21
Category : Business & Economics
ISBN : 3110510847
Forecasts guide decisions in all areas of economics and finance. Economic policy makers base their decisions on business cycle forecasts, investment decisions of firms are based on demand forecasts, and portfolio managers try to outperform the market based on financial market forecasts. Forecasts extract relevant information from the past and help to reduce the inherent uncertainty of the future. The topic of this special issue of the Journal of Economics and Statistics is the theory and practise of forecasting and forecast evaluation and an overview of the state of the art of forecasting.
Author : Siem Jan Koopman
Publisher : Emerald Group Publishing
Page : 685 pages
File Size : 29,88 MB
Release : 2016-01-08
Category : Business & Economics
ISBN : 1785603523
This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.
Author : Giorgio Gomel
Publisher : Springer Science & Business Media
Page : 284 pages
File Size : 46,40 MB
Release : 2012-07-31
Category : Business & Economics
ISBN : 3642286380
This book takes readers on a unique journey across some of the most debated implications of the rise of the Chinese economy on the global scene. From the analysis, suggestions emerge on how to improve statistical tools to measure performance and to obtain more precise macroeconomic forecasts. Moreover, it confirms the suspicion that a governance model of firms that does not sufficiently encourage market competition may have significant costs in terms of efficiency for the Chinese production system. The analysis of demographic factors and of household savings gives further support to calls for a serious reform effort, particularly of the pension and health care systems, to utilize households’ savings more efficiently and equitably. Finally the analyses of Chinese and global trade underscore the need for a less superficial consideration of the implications of the Chinese presence in global markets.
Author : Management Association, Information Resources
Publisher : IGI Global
Page : 2090 pages
File Size : 44,29 MB
Release : 2012-08-31
Category : Technology & Engineering
ISBN : 1466619465
Industrial engineering affects all levels of society, with innovations in manufacturing and other forms of engineering oftentimes spawning cultural or educational shifts along with new technologies. Industrial Engineering: Concepts, Methodologies, Tools, and Applications serves as a vital compendium of research, detailing the latest research, theories, and case studies on industrial engineering. Bringing together contributions from authors around the world, this three-volume collection represents the most sophisticated research and developments from the field of industrial engineering and will prove a valuable resource for researchers, academics, and practitioners alike.
Author : Siem Jan Koopman
Publisher : Oxford University Press
Page : 389 pages
File Size : 27,45 MB
Release : 2015-11-19
Category : Business & Economics
ISBN : 0191506575
This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where the UC time series methodology is adopted. Drawing on the intellectual influence of Andrew Harvey, the work covers three main topics: the theory and methodology for unobserved components time series models; applications of unobserved components time series models; and time series econometrics and estimation and testing. These types of time series models have seen wide application in economics, statistics, finance, climate change, engineering, biostatistics, and sports statistics. The volume effectively provides a key review into relevant research directions for UC time series econometrics and will be of interest to econometricians, time series statisticians, and practitioners (government, central banks, business) in time series analysis and forecasting, as well to researchers and graduate students in statistics, econometrics, and engineering.
Author : Michael P. Clements
Publisher : OUP USA
Page : 732 pages
File Size : 33,90 MB
Release : 2011-07-08
Category : Business & Economics
ISBN : 0195398645
Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.
