✦ LIBER ✦

FORECASTING AUSTRALIAN MACROECONOMIC VARIABLES USING A LARGE DATASET

✍ Scribed by SARANTIS TSIAPLIAS; CHEW LIAN CHUA

Book ID: 110972156
Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 165 KB
Volume: 49
Category: Article
ISSN: 0004-900X
DOI: 10.1111/j.1467-8454.2010.00386.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Forecasting macroeconomic variables usin

Forecasting macroeconomic variables using data of different periodicities

✍ Chung-Hua Shen 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 964 KB

Forecasting the European Credit Cycle Us

Forecasting the European Credit Cycle Using Macroeconomic Variables

✍ Florian Ielpo 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 964 KB

## ABSTRACT We question the ability of macroeconomic data to predict risk appetite and ‘flight‐to‐quality’ periods in the European credit market using a model inspired by the Markov switching literature. This model allows for a direct mapping of exogenous variables into state probabilities. We find

A large factor model for forecasting mac

A large factor model for forecasting macroeconomic variables in South Africa

✍ Rangan Gupta; Alain Kabundi 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 251 KB

Forecasting key macroeconomic variables

Forecasting key macroeconomic variables from a large number of predictors: a state space approach

✍ Arvid Raknerud; Terje Skjerpen; Anders Rygh Swensen 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 261 KB

## Abstract We use state space methods to estimate a large dynamic factor model for the Norwegian economy involving 93 variables for 1978Q2–2005Q4. The model is used to obtain forecasts for 22 key variables that can be derived from the original variables by aggregation. To investigate the potential

Short-term forecasting of GDP using larg

Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise

✍ G. Rünstler; K. Barhoumi; S. Benk; R. Cristadoro; A. Den Reijer; A. Jakaitiene; 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 136 KB

## Abstract This paper performs a large‐scale forecast evaluation exercise to assess the performance of different models for the short‐term forecasting of GDP, resorting to large datasets from ten European countries. Several versions of factor models are considered and cross‐country evidence is pro

Forecasting macroeconomic variables in a

Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models

✍ Rangan Gupta; Alain Kabundi 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 147 KB

## Abstract This paper compares the forecasting ability of five alternative types of models in predicting four key macroeconomic variables, namely, per capita growth rate, the CPI inflation, the money market rate, and the growth rate of the nominal effective exchange rate for the South African econ