| bibtype |
J -
Journal Article
|
| ARLID |
0523930 |
| utime |
20240103224004.7 |
| mtime |
20200423235959.9 |
| WOS |
000514875700001 |
| SCOPUS |
85079755980 |
| DOI |
10.1080/00128775.2020.1726185 |
| title
(primary) (eng) |
Nowcasting real GDP growth: Comparison between new and old EU countries |
| specification |
| page_count |
24 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0250379 |
| ISSN |
0012-8775 |
| title
|
Eastern European Economics |
| volume_id |
58 |
| volume |
3 (2020) |
| page_num |
197-220 |
| publisher |
|
|
| keyword |
Nowcasting |
| keyword |
short-term forecasting |
| keyword |
dynamic and static principal components |
| keyword |
Bayesian VAR |
| keyword |
Factor Augmented VAR |
| keyword |
real GDP growth |
| keyword |
European OECD countries |
| author
(primary) |
| ARLID |
cav_un_auth*0312139 |
| name1 |
Kočenda |
| name2 |
Evžen |
| institution |
UTIA-B |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| full_dept |
Department of Econometrics |
| country |
CZ |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0362922 |
| name1 |
Poghosyan |
| name2 |
K. |
| country |
AM |
|
| source |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0384368 |
| project_id |
GA19-15650S |
| agency |
GA ČR |
| country |
CZ |
|
| abstract
(eng) |
We analyze performance of a broad range of nowcasting and short-term forecasting models for a representative set of 6 new and 12 old European Union (EU) countries that are characterized by substantial differences in aggregate output variability. In our analysis we generate ex-post out-of-sample nowcasts and forecasts based on hard and soft indicators that come from a comparable set of identical data. We show that nowcasting works well for new EU countries because despite that variability of their GDP growth data is larger than that of the old EU economies, the economic significance of nowcasting is on average somewhat larger. |
| result_subspec |
WOS |
| RIV |
AH |
| FORD0 |
50000 |
| FORD1 |
50200 |
| FORD2 |
50202 |
| reportyear |
2021 |
| num_of_auth |
2 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0308325 |
| confidential |
S |
| mrcbC86 |
2 Article Economics |
| mrcbC91 |
C |
| mrcbT16-e |
ECONOMICS |
| mrcbT16-i |
0.00030 |
| mrcbT16-j |
0.243 |
| mrcbT16-s |
0.268 |
| mrcbT16-B |
5.124 |
| mrcbT16-D |
Q4 |
| mrcbT16-E |
Q4 |
| arlyear |
2020 |
| mrcbU14 |
85079755980 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000514875700001 WOS |
| mrcbU63 |
cav_un_epca*0250379 Eastern European Economics 0012-8775 1557-9298 Roč. 58 č. 3 2020 197 220 Routledge |
|