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New Indicators for Tracking Growth in Real Time

New Indicators for Tracking Growth in Real Time »

Source: New Indicators for Tracking Growth in Real Time

Volume/Issue: 2011/43

Series: IMF Working Papers

Author(s): Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

ISBN: 9781455218998

Keywords: Nowcasting, Short-term forecasting, Real-time data, gdp growth, forecasting, real gdp, equation, Model Construction and Estimation, Forecasting and Other Model Applications, General Aggregative Models: Forecasting and Simulation,

We develop monthly indicators for tracking growth in 32 advanced and emerging-market economies. We test the historical performance of our indicators and find that they do a good job at describing the business cycle...

How External Factors Affect Domestic Economy

How External Factors Affect Domestic Economy »

Source: How External Factors Affect Domestic Economy : Nowcasting an Emerging Market

Volume/Issue: 2015/269

Series: IMF Working Papers

Author(s): Serhat Solmaz , and Marzie Taheri Sanjani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 December 2015

ISBN: 9781513598987

Keywords: Nowcasting, Bayesian estimation, VAR, Emerging Market, economy, domestic economy, risk, economies, external factors, Bayesian Analysis

External headwinds, together with domestic vulnerabilities, have loomed over the prospects of emerging markets in recent years. We propose an empirical toolbox to quantify the impact of external macro-financial sho...

Seeing in the Dark

Seeing in the Dark »

Source: Seeing in the Dark : A Machine-Learning Approach to Nowcasting in Lebanon

Volume/Issue: 2016/56

Series: IMF Working Papers

Author(s): Andrew Tiffin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 March 2016

ISBN: 9781513568089

Keywords: Macroeconomic Forecasts, Nowcasting, Random Forests, Elastic Net, LASSO, Statistical Learning, Cross Validation, Ensemble, Variable Selection, gdp

Macroeconomic analysis in Lebanon presents a distinct challenge. For example, long delays in the publication of GDP data mean that our analysis often relies on proxy variables, and resembles an extended version of...

Real-time Forecasts of Economic Activity for Latin American Economies

Real-time Forecasts of Economic Activity for Latin American Economies »

Source: Real-time Forecasts of Economic Activity for Latin American Economies

Volume/Issue: 2011/98

Series: IMF Working Papers

Author(s): Philip Liu , Rafael Romeu , and Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

ISBN: 9781455254293

Keywords: Nowcasting, Short-term forecasting, Real-time data, and Latin America, gdp growth, forecasting, real gdp, equation, equations, Model Construction and Estimation

Macroeconomic policy decisions in real-time are based the assessment of current and future economic conditions. These assessments are made difficult by the presence of incomplete and noisy data. The problem is more...

Globalization, the Business Cycle, and Macroeconomic Monitoring

Globalization, the Business Cycle, and Macroeconomic Monitoring »

Source: Globalization, the Business Cycle, and Macroeconomic Monitoring

Volume/Issue: 2011/25

Series: IMF Working Papers

Author(s): S. Boragan Aruoba , Marco Terrones , Ayhan Kose , and Francis Diebold

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

ISBN: 9781455216727

Keywords: Expansion, Contraction, Recession, Turning Point, Dynamic factor model, Nowcasting, Real-time analysis, business cycle, business cycles, correlations

We propose and implement a framework for characterizing and monitoring the global business cycle. Our framework utilizes high-frequency data, allows us to account for a potentially large amount of missing observati...

New Indicators for Tracking Growth in Real Time

New Indicators for Tracking Growth in Real Time »

Volume/Issue: 2011/43

Series: IMF Working Papers

Author(s): Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

DOI: http://dx.doi.org/10.5089/9781455218998.001

ISBN: 9781455218998

Keywords: Nowcasting, Short-term forecasting, Real-time data, gdp growth, forecasting, real gdp, equation, Model Construction and Estimation, Forecasting and Other Model Applications, General Aggregative Models: Forecasting and Simulation,

We develop monthly indicators for tracking growth in 32 advanced and emerging-market economies. We test the historical performance of our indicators and find that they do a good job at describing the business cycle...

How External Factors Affect Domestic Economy
			: Nowcasting an Emerging Market

How External Factors Affect Domestic Economy : Nowcasting an Emerging Market »

Volume/Issue: 2015/269

Series: IMF Working Papers

Author(s): Serhat Solmaz , and Marzie Taheri Sanjani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 December 2015

DOI: http://dx.doi.org/10.5089/9781513598987.001

ISBN: 9781513598987

Keywords: Nowcasting, Bayesian estimation, VAR, Emerging Market, economy, domestic economy, risk, economies, external factors, Bayesian Analysis

External headwinds, together with domestic vulnerabilities, have loomed over the prospects of emerging markets in recent years. We propose an empirical toolbox to quantify the impact of external macro-financial sho...

Seeing in the Dark
			: A Machine-Learning Approach to Nowcasting in Lebanon

Seeing in the Dark : A Machine-Learning Approach to Nowcasting in Lebanon »

Volume/Issue: 2016/56

Series: IMF Working Papers

Author(s): Andrew Tiffin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 March 2016

DOI: http://dx.doi.org/10.5089/9781513568089.001

ISBN: 9781513568089

Keywords: Macroeconomic Forecasts, Nowcasting, Random Forests, Elastic Net, LASSO, Statistical Learning, Cross Validation, Ensemble, Variable Selection, gdp

Macroeconomic analysis in Lebanon presents a distinct challenge. For example, long delays in the publication of GDP data mean that our analysis often relies on proxy variables, and resembles an extended version of...

Real-time Forecasts of Economic Activity for Latin American Economies

Real-time Forecasts of Economic Activity for Latin American Economies »

Volume/Issue: 2011/98

Series: IMF Working Papers

Author(s): Philip Liu , Rafael Romeu , and Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

DOI: http://dx.doi.org/10.5089/9781455254293.001

ISBN: 9781455254293

Keywords: Nowcasting, Short-term forecasting, Real-time data, and Latin America, gdp growth, forecasting, real gdp, equation, equations, Model Construction and Estimation

Macroeconomic policy decisions in real-time are based the assessment of current and future economic conditions. These assessments are made difficult by the presence of incomplete and noisy data. The problem is more...

Globalization, the Business Cycle, and Macroeconomic Monitoring

Globalization, the Business Cycle, and Macroeconomic Monitoring »

Volume/Issue: 2011/25

Series: IMF Working Papers

Author(s): S. Boragan Aruoba , Marco Terrones , Ayhan Kose , and Francis Diebold

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

DOI: http://dx.doi.org/10.5089/9781455216727.001

ISBN: 9781455216727

Keywords: Expansion, Contraction, Recession, Turning Point, Dynamic factor model, Nowcasting, Real-time analysis, business cycle, business cycles, correlations

We propose and implement a framework for characterizing and monitoring the global business cycle. Our framework utilizes high-frequency data, allows us to account for a potentially large amount of missing observati...