Results 51 to 60 of about 2,350 (166)
A MACHINE LEARNING APPROACH TO GDP NOWCASTING: AN EMERGING MARKET EXPERIENCE
Buletin Ekonomi Moneter dan Perbankan, 2023 The growth rate of real Gross Domestic Product (GDP), as measured by the National Statistical Office of India, is an important metric for monetary policy making.
Saurabh Ghosh, Abhishek Ranjan
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The Impact of Uncertainty on Forecasting the US Economy
Journal of Forecasting, Volume 45, Issue 6, Page 2703-2734, September 2026.ABSTRACT This paper examines the predictive value of uncertainty measures for key macroeconomic indicators across multiple forecast horizons. We evaluate how different uncertainty proxies—economic policy uncertainty (EPU), VIX, geopolitical risk, and measures of macroeconomic and financial uncertainty—enhance forecast accuracy for industrial production,
Angelica Ghiselli
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Conference Report: Third European Nowcasting Conference
Meteorologische Zeitschrift, 2019 The third European Nowcasting Conference took place in Madrid, Spain, from 24 to 26 April 2019. The conference was structured into four thematic sessions i) observations as basis for nowcasting, ii) seamless prediction, iii) nowcasting techniques ...
Franziska Schmid +7 more
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Journal of Forecasting, Volume 45, Issue 6, Page 2905-2941, September 2026.ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
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Forecasting With Dynamic Factor Models Estimated by Partial Least Squares
Journal of Forecasting, Volume 45, Issue 6, Page 2785-2806, September 2026.ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
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Water Resources Research, 2023 Rainfall nowcasting has become increasingly important as we move into an era where more and more storms are occurring in many countries as a result of climate change.
Amirmasoud Amini +2 more
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Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now
Journal of Forecasting, Volume 45, Issue 6, Page 2760-2784, September 2026.ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
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Nowcasting World Trade With Machine Learning: A Three‐Step Approach
Journal of Forecasting, Volume 45, Issue 6, Page 2954-2968, September 2026.ABSTRACT We nowcast world trade using machine learning, distinguishing between tree‐based methods (random forest and gradient boosting) and their linear‐regression‐based counterparts (macroeconomic random forest and gradient boosting—linear). While much less used in the literature, the latter are found to outperform not only the tree‐based techniques ...
Menzie Chinn +2 more
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The Role of Coincident Information in Real‐Time Business Cycle Forecasting
Journal of Forecasting, Volume 45, Issue 6, Page 2890-2904, September 2026.ABSTRACT Official NBER recession dates are announced with substantial delay. Therefore, real‐time forecasters cannot condition on the most recent business cycle states even though recessions and expansions are highly persistent. I study whether real‐time coincident releases can substitute for this missing information. At each monthly forecast origin, I
Visa Kuntze
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Development of Black Sea nowcasting and forecasting system [PDF]
Ocean Science, 2011 The paper presents the development of the Black Sea community nowcasting and forecasting system under the Black Sea GOOS initiative and the EU framework projects ARENA, ASCABOS and ECOOP.
G. K. Korotaev +5 more
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