Browsing by Subject "business cycle"

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Browsing by Subject "business cycle"

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    Title: Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP  Author(s): MARCELLINO, Massimiliano; SCHUMACHER, Christian Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: This paper compares different ways to estimate the current state of the economy using factor models that can handle unbalanced datasets. Due to the different release lags of business cycle indicators, data unbalancedness ...
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    Title: A Markup Model for Forecasting Inflation for the Euro Area  Author(s): RUSSELL, Bill; BANERJEE, Anindya Date: 2006 Type of Publication: Article Abstract: We develop a small model for forecasting inflation for the euro area using quarterly data over the period June 1973 to March 1999. The model is used to provide inflation forecasts from June 1999 to March 2002. We compare ...