Future directions in nowcasting economic activity: A systematic literature review

A Stundziene, V Pilinkiene… - Journal of Economic …, 2024 - Wiley Online Library
This paper presents a systematic review of research papers on nowcasting economic
activity. The study summarizes the state‐of‐the‐art nowcasting approaches and methods …

Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis

C Foroni, M Marcellino, D Stevanovic - International Journal of Forecasting, 2022 - Elsevier
We consider simple methods to improve the growth nowcasts and forecasts obtained by
mixed-frequency MIDAS and UMIDAS models with a variety of indicators during the Covid …

Evaluating the U-shaped environmental kuznets curve in China: The impact of high technology exports and renewable energy consumption on carbon emissions

M Shang, MYP Peng, MK Anser, M Imran… - Gondwana …, 2024 - Elsevier
China's efforts to reduce carbon emissions have stagnated, raising doubts about its
commitment to addressing climate change. This study examines the relationship between …

Forecasting tourism demand with an improved mixed data sampling model

L Wen, C Liu, H Song, H Liu - Journal of Travel Research, 2021 - journals.sagepub.com
Search query data reflect users' intentions, preferences and interests. The interest in using
such data to forecast tourism demand has increased in recent years. The mixed data …

Macroeconomic forecast accuracy in a data‐rich environment

R Kotchoni, M Leroux… - Journal of Applied …, 2019 - Wiley Online Library
The performance of six classes of models in forecasting different types of economic series is
evaluated in an extensive pseudo out‐of‐sample exercise. One of these forecasting models …

Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks

L Fanelli, A Marsi - European Economic Review, 2022 - Elsevier
High-frequency (HF) monetary surprises around central bank meetings are extensively
employed to jointly identify monetary policy shocks and the so-called 'information shock'. In …

An unrestricted MIDAS ordered logit model with applications to credit ratings

C Jiang, T Zhao, Q Xu, D Hu - International Journal of Finance …, 2024 - Wiley Online Library
The ordered logit (OLogit) model is a regression model for an ordinal dependent variable.
For a conventional time series OLogit model, both the dependent variable and the …

Measuring the cohesion of informal economy in agriculture in new European union member states

M Morkunas - Economies, 2022 - mdpi.com
The present paper evaluates the size and development of the informal economy in
agriculture in 10 new EU member states from 2004–2020. A novel agriculture-tailored …

Simulation smoothing for nowcasting with large mixed-frequency VARs

S Ankargren, P Jonéus - Econometrics and Statistics, 2021 - Elsevier
Mixed-frequency VAR models deal with data sampled at different frequencies while
remaining within the realms of VARs. Estimation of mixed-frequency VARs makes use of …

Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test

Z Wang, S Wang, Y Yan - Computational Economics, 2024 - Springer
This paper extends the fixed-b Phillips–Perron unit root test, namely PP (fb), by using a sieve
bootstrap method to deal with serial-correlated errors, especially negative moving average …