Nowcasting from disaggregates in the face of location shifts

DOI10.1002/FOR.1140MaRDI QIDQ3065504zbMATH OpenOpenAlexFDO

Authors Jennifer L. Castle, David F. Hendry

Publication date 6 January 2011

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://ora.ox.ac.uk/objects/uuid:64947162-8350-4345-aee9-434b8189d34e

zbMATH Keywords

nowcastingrobust forecastsautometricslocation shiftsdisaggregate informationimpulse saturation

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Recommendations

• The nowcast revision analysis extended
• Real-time nowcasting of nominal GDP with structural breaks
• Nowcasting using mixed frequency methods: an application to the Scottish economy
• scientific article; zbMATH DE number 1222369
• Multivariate temporal disaggregation with cross-sectional constraints

Cites work

• Automatic selection of indicators in a fully saturated regression
• Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate
• Estimating and Testing Linear Models with Multiple Structural Changes
• Forecasting non-stationary economic time series. With a foreword by Katarina Juselius
• Forecasting with equilibrium-correction models during structural breaks
• Pooling of forecasts
• Robustifying forecasts from equilibrium-correction systems
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• The Generalized Dynamic Factor Model

Cited in

(4)

• The nowcast revision analysis extended
• Bayesian MIDAS penalized regressions: estimation, selection, and prediction
• Stock index return forecasting: the information of the constituents
• Nowcasting using mixed frequency methods: an application to the Scottish economy

This page was built for publication: Nowcasting from disaggregates in the face of location shifts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3065504)