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 …
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
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 …
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
China's efforts to reduce carbon emissions have stagnated, raising doubts about its
commitment to addressing climate change. This study examines the relationship between …
commitment to addressing climate change. This study examines the relationship between …
Forecasting tourism demand with an improved mixed data sampling model
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 …
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 …
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
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 …
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 …
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 …
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 …
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 …
bootstrap method to deal with serial-correlated errors, especially negative moving average …