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Description
  • The authors evaluate the out-of-sample forecasting performance of six competing models at horizons of up to three quarters ahead in a pseudo-real time setup. All the models use information in monthly indicators released ahead of quarterly GDP. The authors estimate two models – averaged vector autoregressions and bridge equations – relying on just a few monthly indicators. The remaining four models condition the forecast on a large set of monthly series. These models comprise two standard principal components models, a dynamic factor model based on the Kalman smoother, and a generalized dynamic factor model.
  • The authors evaluate the out-of-sample forecasting performance of six competing models at horizons of up to three quarters ahead in a pseudo-real time setup. All the models use information in monthly indicators released ahead of quarterly GDP. The authors estimate two models – averaged vector autoregressions and bridge equations – relying on just a few monthly indicators. The remaining four models condition the forecast on a large set of monthly series. These models comprise two standard principal components models, a dynamic factor model based on the Kalman smoother, and a generalized dynamic factor model. (en)
Title
  • Short-term forecasting of Czech quarterly GDP using monthly indicators
  • Short-term forecasting of Czech quarterly GDP using monthly indicators (en)
skos:prefLabel
  • Short-term forecasting of Czech quarterly GDP using monthly indicators
  • Short-term forecasting of Czech quarterly GDP using monthly indicators (en)
skos:notation
  • RIV/00216208:11640/11:00370116!RIV12-MSM-11640___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM0021620846)
http://linked.open...iv/cisloPeriodika
  • 6
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 229153
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11640/11:00370116
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • GDP forecasting; bridge models; principal components (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [F69929634E61]
http://linked.open...i/riv/nazevZdroje
  • Finance a úvěr-Czech Journal of Economics and Finance
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 61
http://linked.open...iv/tvurceVysledku
  • Arnoštová, K.
  • Havrlant, D.
  • Růžička, L.
  • Tóth, Peter
http://linked.open...ain/vavai/riv/wos
  • 000298621200003
http://linked.open...n/vavai/riv/zamer
issn
  • 0015-1920
number of pages
http://localhost/t...ganizacniJednotka
  • 11640
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