Nowcasting Turkish GDP and news decomposition

M Modugno, B Soybilgen, E Yazgan - International Journal of Forecasting, 2016 - Elsevier
Real gross domestic product (GDP) data in Turkey are released with a very long delay
relative those of to other economies, between 10 and 13 weeks after the end of the …

Nowcasting world trade with machine learning: a three-step approach

MD Chinn, B Meunier, S Stumpner - 2023 - nber.org
We nowcast world trade using machine learning, distinguishing between tree-based
methods (random forest, gradient boosting) and their regression-based counterparts …

A now-casting model for Canada: Do US variables matter?

D Bragoli, M Modugno - International Journal of Forecasting, 2017 - Elsevier
We propose a dynamic factor model for now-casting the growth rate of the quarterly real
Canadian gross domestic product. We select a set of variables that are monitored by market …

Nowcasting with the help of foreign indicators: The case of Mexico

A Caruso - Economic Modelling, 2018 - Elsevier
I propose an econometric model to interpret the flow of macroeconomic data releases that
are useful to assess the state of the Mexican economy. I estimate the relevance of both …

Forecasting imports with information from abroad

C Grimme, R Lehmann, M Noeller - Economic Modelling, 2021 - Elsevier
Globalization has led to huge increases in import volumes. Since imports fluctuate heavily
over time, they are difficult to forecast and reliable leading indicators are needed. Our paper …

Lessons from Nowcasting GDP across the World

D Cascaldi-Garcia, M Luciani… - Handbook of Research …, 2024 - books.google.com
The term “nowcasting” is a contraction of the words “now” and “forecasting,” and it refers to
the prediction of the very recent past, the present, and the very near future. This word has …

Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade

J Angelopoulos - Maritime Economics & Logistics, 2017 - Springer
Explaining the dispersion of economy-wide fluctuations, national and global, has been long
sought by economists. Short-and long-lived versions of economic fluctuations are …

A nonparametric evaluation of the optimality of German export and import growth forecasts under flexible loss

C Behrens - Economies, 2019 - mdpi.com
This study contributes to research on the nonparametric evaluation of German trade
forecasts. To this end, I compute random classification and regression forests to analyze the …

[HTML][HTML] Thinking outside the container: A sparse partial least squares approach to forecasting trade flows

V Stamer - International Journal of Forecasting, 2024 - Elsevier
Global container ship movements may reliably predict trade flows. First, this paper provides
the methodology to construct maritime shipping time series from a dataset comprising …

Evaluating the joint efficiency of German trade forecasts-a nonparametric multivariate approach

C Behrens - Applied Economics, 2020 - Taylor & Francis
ABSTRACT I analyse the joint efficiency of export and import forecasts by leading economic
research institutes for the years 1970 to 2017 for Germany in a multivariate setting. To this …