Future directions in nowcasting economic activity: A systematic literature review

A Stundziene, V Pilinkiene… - Journal of Economic …, 2024 - Wiley Online Library
This paper presents a systematic review of research papers on nowcasting economic
activity. The study summarizes the state‐of‐the‐art nowcasting approaches and methods …

Customer reviews for demand distribution and sales nowcasting: a big data approach

EWK See-To, EWT Ngai - Annals of Operations Research, 2018 - Springer
Proliferation of online social media and the phenomenal growth of online commerce have
brought to us the era of big data. Before this availability of data, models of demand …

Economic sentiment indicators and their prediction capabilities in business cycles of EU countries

A Tkacova, B Gavurova - Oeconomia Copernicana, 2023 - ceeol.com
Research background: The post-World Financial Crisis period has showed us that an
application of the qualitative data focused on the expectations of the enterprises and …

[PDF][PDF] The composite coincident indicator (CCI) for business cycles

Y Bilan, B Gavurova, G Stanislaw… - Acta Polytechnica …, 2017 - acta.uni-obuda.hu
The aim of this paper is to introduce a composite coincident indicator for the Slovak
economic cycle. The theoretical part of the work is concentrated on the analysis of current …

Economic sentiment and business cycles: A spillover methodology approach

M Čižmešija, T Škrinjarić - Economic systems, 2021 - Elsevier
This paper is one of the latest attempts to observe and explain the relationship between the
Economic Sentiment Indicator (ESI) and GDP growth. This new approach uses the Diebold …

Forecasting Baden‐Württemberg's GDP growth: MIDAS regressions versus dynamic mixed‐frequency factor models

K Kuck, K Schweikert - Journal of Forecasting, 2021 - Wiley Online Library
Germany's economic composition is heterogenous across regions, which makes regional
economic projections based on German gross domestic product (GDP) growth unreliable. In …

Bottom-up or direct? Forecasting German GDP in a data-rich environment

K Heinisch, R Scheufele - Empirical Economics, 2018 - Springer
In this paper, we investigate whether there are benefits in disaggregating GDP into its
components when nowcasting GDP. To answer this question, we conduct a realistic out-of …

The role of indicator selection in nowcasting euro-area GDP in pseudo-real time

A Girardi, R Golinelli, C Pappalardo - Empirical Economics, 2017 - Springer
Building on the literature on regularization and dimension reduction methods, the paper
presents a quarterly forecasting model for euro-area GDP. The pseudo-real-time nature of …

Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations

N Pinkwart - 2018 - papers.ssrn.com
We present a comprehensive disaggregate approach for short-term forecasting economic
activity in Germany by explicitly taking into account the supply or production side and the …

Nowcasting quarterly GDP dynamics in the euro area: The role of sentiment indicators

P Gajewski - Comparative economic research. Central and Eastern …, 2014 - econstor.eu
The paper compares the most closely watched sentiment indicators with respect to their
ability to nowcast quarterly GDP dynamics in the Euro Area and its biggest economies. We …