Keeping a Finger on the Pulse of the Economy

Nowcasting Swiss GDP in Real-Time Squared
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Author
Siliverstovs, Boriss
Date
2012-04
Type
    Working Paper
Rights / license
In Copyright - Non-Commercial Use Permitted
Abstract
This study evaluates forecasting performance of a large-scale factor model developed in Siliverstovs and Kholodilin (2012) in a genuine ex ante forecasting exercise. We perform our forecast of GDP growth in Switzerland in real time using real-time data vintages collected at weekly frequency. This a Show more
Permanent link
https://doi.org/10.3929/ethz-a-007216957
Publication status
published
Journal / series
KOF Working Papers
Volume
302
Publisher
KOF Swiss Economic Institute, ETH Zurich
Subject
FORECASTING BASED ON STATISTICS (MATHEMATICAL STATISTICS); ECONOMETRICS AND ECONOMETRIC MODELS (OPERATIONS RESEARCH); Real-time data; SCHWEIZ (MITTELEUROPA). SCHWEIZERISCHE EIDGENOSSENSCHAFT; SWITZERLAND (CENTRAL EUROPE). SWISS CONFEDERATION; ÖKONOMETRIE UND ÖKONOMETRISCHE MODELLE (OPERATIONS RESEARCH); ECONOMIC DEVELOPMENT; Dynamic factor model; PROGNOSEN AUF STATISTISCHER BASIS (MATHEMATISCHE STATISTIK); Forecasting; WIRTSCHAFTSENTWICKLUNG; Business tendency surveys; Nowcasting
Organisational unit
02525 - KOF Konjunkturforschungsstelle / KOF Swiss Economic Institute  
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