Nothing Special   »   [go: up one dir, main page]
create a website
Nowcasting Finnish GDP growth using financial variables: a MIDAS approach. (2020). Lindblad, Annika ; Laine, Olli-Matti.
In: BoF Economics Review.
RePEc:zbw:bofecr:42020.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 17

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Alessi, L., Ghysels, E., Onorante, L., Peach, R., & Potter, S. (2014). Central bank macroeconomic forecasting during the global financial crisis: The European Central Bank and Federal Reserve Bank of New York experiences. Journal of Business & Economic Statistics 32(4), 483-500.

  2. Andreou, E., Ghysels, E., & Kourtellos, A. (2013). Should macroeconomic forecasters use daily financial data and how? Journal of Business & Economic Statistics, 31(2), 240-251.

  3. Bernanke, B. S., Boivin, J., & Eliasz, P. (2005). Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. The Quarterly Journal of Economics 120(1), 387-422.

  4. BoF Economics Review 10 Marcellino, M., & Schumacher, C. (2010). Factor MIDAS for nowcasting and forecasting with ragged‐edge data: A model comparison for German GDP. Oxford Bulletin of Economics and Statistics 72(4), 518-550.

  5. Chionis, D., Gogas, P., & Pragidis, I. (2010). Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity. International Advances in Economic Research 16(1), 1-10.

  6. Estrella, A., & Mishkin, F. S. (1998). Predicting US recessions: Financial variables as leading indicators. Review of Economics and Statistics 80(1), 45-61.

  7. Ferrara, L., Marsilli, C., & Ortega, J. P. (2014). Forecasting growth during the Great Recession: is financial volatility the missing ingredient? Economic Modelling, 36, 44-50.

  8. Foroni, C., Marcellino, M., & Schumacher, C. (2015). Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials. Journal of the Royal Statistical Society: Series A (Statistics in Society) 178(1), 57-82.

  9. Friedman, B. M., & Kuttner, K. (1993). Why does the paper-bill spread predict real economic activity? In Business cycles, indicators and forecasting (pp. 213-254). University of Chicago Press.

  10. Ghysels, E., Kvedaras, V., & Zemlys, V. (2016). Mixed Frequency Data Sampling Regression Models: The R Package midasr. Journal of Statistical Software, 72(4), 1 - 35. doi:http://dx.doi.org/10.18637/jss.v072.i04 Ghysels, E., Santa-Clara, P., & Valkanov, R. (2004). The MIDAS touch: Mixed data sampling regression models. Discussion paper, UCLA.

  11. Ghysels, E., Santa-Clara, P., & Valkanov, R. (2005). There is a risk-return trade-off after all. Journal of Financial Economics (76), 509-548.

  12. Ghysels, E., Santa-Clara, P., & Valkanov, R. (2006). Predicting volatility: getting the most out of return data sampled at different frequencies. Journal of Econometrics 131(1-2), 59-95.

  13. Ghysels, E., Sinko, A., & Valkanov, R. (2007). MIDAS regressions: Further results and new directions. Econometric Reviews, 26(1), 53-90.

  14. Henry, O. T., Olekalns, N., & Thong, J. (2004). Do stock market returns predict changes to output? Evidence from a nonlinear panel data model. Empirical Economics, 29(3), 527-540.

  15. Junttila, J., & Korhonen, M. (2011). Utilizing financial market information in forecasting real growth, inflation and real exchange rate. International Review of Economics & Finance 20(2), 281-301.

  16. Kuosmanen, P., & Vataja, J. (2014). Forecasting GDP growth with financial market data in Finland: Revisiting stylized facts in a small open economy during the financial crisis. Review of Financial Economics 23(2) 90-97.

  17. Nyberg, H. (2010). Dynamic probit models and financial variables in recession forecasting. Journal of Forecasting 29(1‐2), 215-230. 11 Nowcasting Finnish GDP growth using financial variables: a MIDAS approach

Cocites

Documents in RePEc which have cited the same bibliography

  1. Combining shrinkage and sparsity in conjugate vector autoregressive models. (2021). Huber, Florian ; Onorante, Luca ; Hauzenberger, Niko.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:36:y:2021:i:3:p:304-327.

    Full description at Econpapers || Download paper

  2. Expecting the unexpected: economic growth under stress. (2021). Ruiz, Esther ; Rodriguez-Caballero, Vladimir ; Gonzalez-Rivera, Gloria.
    In: Working Papers.
    RePEc:ucr:wpaper:202106.

    Full description at Econpapers || Download paper

  3. What Does Below, but Close to, 2 Percent Mean? Assessing the ECBs Reaction Function with Real-Time Data. (2021). Jalasjoki, Pirkka ; Haavio, Markus ; Paloviita, Maritta ; Kilponen, Juha.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2021:q:2:a:4.

    Full description at Econpapers || Download paper

  4. New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past?. (2021). Siliverstovs, Boriss.
    In: Econometrics.
    RePEc:gam:jecnmx:v:9:y:2021:i:1:p:11-:d:511974.

    Full description at Econpapers || Download paper

  5. Forecasting tourism recovery amid COVID-19. (2021). Liu, Chang ; Wen, Long ; Song, Haiyan ; Zhang, Hanyuan.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:87:y:2021:i:c:s0160738321000116.

    Full description at Econpapers || Download paper

  6. Expecting the unexpected: economic growth under stress. (2021). Gonzalezrivera, Gloria ; Rodriguez, Carlos Vladimir ; Ortega, Esther Ruiz.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:32148.

    Full description at Econpapers || Download paper

  7. Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks. (2021). Franta, Michal ; Libich, Jan.
    In: Working Papers.
    RePEc:cnb:wpaper:2021/3.

    Full description at Econpapers || Download paper

  8. The bias and efficiency of the ECB inflation projections: a State dependent analysis. (2021). Paloviita, Maritta ; Jalasjoki, Pirkka ; Granziera, Eleonora.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2021_007.

    Full description at Econpapers || Download paper

  9. The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis. (2021). Jalasjoki, Pirkka ; Granziera, Eleonora ; Paloviita, Maritta.
    In: Working Paper.
    RePEc:bno:worpap:2021_1.

    Full description at Econpapers || Download paper

  10. Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria.
    In: CREATES Research Papers.
    RePEc:aah:create:2021-06.

    Full description at Econpapers || Download paper

  11. Nowcasting Finnish GDP growth using financial variables: a MIDAS approach. (2020). Lindblad, Annika ; Laine, Olli-Matti.
    In: BoF Economics Review.
    RePEc:zbw:bofecr:42020.

    Full description at Econpapers || Download paper

  12. Does the price of crude oil help predict the conditional distribution of aggregate equity return?. (2020). Nonejad, Nima.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01643-2.

    Full description at Econpapers || Download paper

  13. Do Expert Experience and Characteristics Affect Inflation Forecasts?. (2020). Saadon, Yossi ; Benchimol, Jonathan ; El-Shagi, Makram.
    In: CFDS Discussion Paper Series.
    RePEc:fds:dpaper:202006.

    Full description at Econpapers || Download paper

  14. Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14472.

    Full description at Econpapers || Download paper

  15. Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1711.

    Full description at Econpapers || Download paper

  16. Consumers’ approach to the credibility of the inflation forecasts published by central banks: A new methodological solution. (2019). Tura-Gawron, Karolina.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070417305827.

    Full description at Econpapers || Download paper

  17. DSGE forecasts of the lost recovery. (2019). Giannoni, Marc ; Moszkowski, Erica ; Li, Pearl ; Gupta, Abhi ; del Negro, Marco ; Cai, Michael.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1770-1789.

    Full description at Econpapers || Download paper

  18. Financial nowcasts and their usefulness in macroeconomic forecasting. (2019). Zaman, Saeed ; Knotek, Edward S.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1708-1724.

    Full description at Econpapers || Download paper

  19. An analysis of the Eurosystem/ECB projections. (2019). Lambrias, Kyriacos ; Kontogeorgos, Georgios.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192291.

    Full description at Econpapers || Download paper

  20. On the consistency of central banks´ interest rate forecasts. (2019). Jung, Jin-Kyu ; Rlke, Jan-Christoph ; Frenkel, Michael.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-18-00828.

    Full description at Econpapers || Download paper

  21. Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara.
    In: Working Papers.
    RePEc:bge:wpaper:1162.

    Full description at Econpapers || Download paper

  22. The Evolution of Forecast Density Combinations in Economics. (2018). van Dijk, Herman ; Mitchell, James ; Aastveit, Knut Are ; Ravazzolo, Francesco.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180069.

    Full description at Econpapers || Download paper

  23. Media based sentiment indices as an alternative measure of consumer confidence. (2018). Reid, Monique ; Odendaal, Nicolaas Johannes.
    In: Working Papers.
    RePEc:sza:wpaper:wpapers310.

    Full description at Econpapers || Download paper

  24. Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach. (2018). Cobb, Marcus.
    In: MPRA Paper.
    RePEc:pra:mprapa:88593.

    Full description at Econpapers || Download paper

  25. UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model. (2018). Mitchell, James ; McIntyre, Stuart ; Koop, Gary.
    In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
    RePEc:nsr:escoed:escoe-dp-2018-07.

    Full description at Econpapers || Download paper

  26. Gold and crude oil prices after the great moderation. (2018). Sephton, Peter ; Mann, Janelle.
    In: Energy Economics.
    RePEc:eee:eneeco:v:71:y:2018:i:c:p:273-281.

    Full description at Econpapers || Download paper

  27. On the formation of inflation expectations in turbulent times: The case of the euro area. (2018). Paloviita, Maritta ; Łyziak, Tomasz.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:132-139.

    Full description at Econpapers || Download paper

  28. The first twenty years of the European Central Bank: monetary policy. (2018). Hartmann, Philipp ; Smets, Frank.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182219.

    Full description at Econpapers || Download paper

  29. The European Central Bank’s Monetary Policy during Its First 20 Years. (2018). Smets, Frank ; Hartman, Philipp.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:49:y:2018:i:2018-02:p:1-146.

    Full description at Econpapers || Download paper

  30. Model uncertainty in macroeconomics: On the implications of financial frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:114.

    Full description at Econpapers || Download paper

  31. What Has Publishing Inflation Forecasts Accomplished? Central Banks And Their Competitors. (2017). Siklos, Pierre.
    In: LCERPA Working Papers.
    RePEc:wlu:lcerpa:0098.

    Full description at Econpapers || Download paper

  32. Joint Forecast Combination of Macroeconomic Aggregates and Their Components. (2017). Cobb, Marcus.
    In: MPRA Paper.
    RePEc:pra:mprapa:76556.

    Full description at Econpapers || Download paper

  33. Evidence for a Presource Curse? Oil discoveries, Elevated Expectations, and Growth Disappointments. (2017). Cust, James ; Mihalyi, David .
    In: OxCarre Working Papers.
    RePEc:oxf:oxcrwp:193.

    Full description at Econpapers || Download paper

  34. Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:1:p:153-173.

    Full description at Econpapers || Download paper

  35. Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12013.

    Full description at Econpapers || Download paper

  36. What does “below, but close to, two percent” mean? Assessing the ECB’s reaction function with real time data. (2017). Paloviita, Maritta ; Kilponen, Juha ; Jalasjoki, Pirkka ; Haavio, Markus.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2017_029.

    Full description at Econpapers || Download paper

  37. Formation of inflation expectations in turbulent times : Can ECB manage inflation expectations of professional forecasters?. (2017). Paloviita, Maritta ; Łyziak, Tomasz.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2017_013.

    Full description at Econpapers || Download paper

  38. Expectations Dispersion & Convergence towards Central Banks IR forecasts: Chile, Colombia, Mexico, Peru & United Kingdom, 2004-2014. (2016). Barrera-Chaupis, Carlos.
    In: MPRA Paper.
    RePEc:pra:mprapa:85410.

    Full description at Econpapers || Download paper

  39. Extracting the Information Shocks from the Bank of England Inflation Density Forecasts. (2016). Díaz, Carlos ; Vela, Carlos Diaz .
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:16/13.

    Full description at Econpapers || Download paper

  40. Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank. (2016). Laséen, Stefan ; Iversen, Jens ; Soderstrom, Ulf ; Lundvall, Henrik ; Laseen, Stefan .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0318.

    Full description at Econpapers || Download paper

  41. Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank. (2016). Laséen, Stefan ; Iversen, Jens ; Soderstrom, Ulf ; Lundvall, Henrik .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11203.

    Full description at Econpapers || Download paper

  42. Oil-price density forecasts of US GDP. (2016). Ravazzolo, Francesco ; Francesco, Ravazzolo ; Philip, Rothman .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:20:y:2016:i:4:p:441-453:n:7.

    Full description at Econpapers || Download paper

  43. Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif.
    In: Working Papers.
    RePEc:bny:wpaper:0046.

    Full description at Econpapers || Download paper

  44. Have long-term inflation expectations declined?. (2015). Nechio, Fernanda.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:00051.

    Full description at Econpapers || Download paper

  45. Measuring Inflation Forecast Uncertainty. (2015). Zaman, Saeed ; Knotek, Edward ; Clark, Todd.
    In: Economic Commentary.
    RePEc:fip:fedcec:00031.

    Full description at Econpapers || Download paper

  46. Certainty and overconfidence in future preferences for food. (2015). Thunstrom, Linda ; Shogren, Jason ; Nordström, Jonas ; Nordstrom, Jonas.
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:51:y:2015:i:c:p:101-113.

    Full description at Econpapers || Download paper

  47. Oil-Price Density Forecasts of U.S. GDP. (2015). Ravazzolo, Francesco ; Rothman, Philip .
    In: Working Papers.
    RePEc:bny:wpaper:0038.

    Full description at Econpapers || Download paper

  48. Forecasting GDP with global components. This time is different. (2015). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde.
    In: Working Papers.
    RePEc:bny:wpaper:0029.

    Full description at Econpapers || Download paper

  49. Medium-term forecasting of euro-area macroeconomic variables with DSGE and BVARX models. (2015). Pisani, Massimiliano ; Notarpietro, Alessandro ; Emiliozzi, Simone ; Burlon, Lorenzo.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_257_15.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-20 13:17:51 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.