Essays about: "Nowcast"

Showing result 6 - 8 of 8 essays containing the word Nowcast.

1. 6. Nowcasting with Dynamic Factor Model and Real-Time Vintage Data: A financial market actor's perspective

   University essay from Lunds universitet/Matematisk statistik

   Author : Filip Östlund; Marcel Attar; [2020]
   Keywords : Nowcasting; Macroeconomic Prediction; Dynamic Factor Model; DFM; Pseudo Real-Time Vintage data; U.S. GDP Growth Rate; Financial Market Actor; Mathematics and Statistics;

   Abstract : We develop and examine a dynamic factor nowcasting model (DFM) from the perspective of a financial market participant. The first point of analysis is the examination of its performance. Unlike other papers, we evaluate with daily frequency so that the performance metric reflects a continuous nowcasting signal. READ MORE

3. 7. GDP forecasting and nowcasting : Utilizing a system for averaging models to improve GDP predictions for six countries around the world

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Otto Lundberg; [2017]
   Keywords : Forecast evaluation; Nowcast; GDP; Vector autoregression; Machine learning; System for averaging models;

   Abstract : This study was issued by Swedbank because they wanted too improve their GDP growth forecast capabilites.  A program was developed and tested on six countries; USA, Sweden, Germany, UK, Brazil and Norway. READ MORE

4. 8. Pooling of Forecasts; does it Improve the Nowcast of Swedish GDP?

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Andreas Johansson; [2015]
   Keywords : Forecast; Nowcast; MIDAS; Factor models; Pooling;

   Abstract : Even slight improvements in forecast accuracy can have a huge economic impact. Especially, when considering the steady increase of interconnections in the global financial markets, and the ever growing pressure of quick decisions. READ MORE