Search found 2 matches
- Tue Jun 16, 2015 4:14 am
- Forum: Econometric Discussions
- Topic: Combine Forecasts in One Series
- Replies: 1
- Views: 1925
Combine Forecasts in One Series
Hello, I have one dependent variable (gdp) and 10 different predictors (construction, production, manufactoring, Money Stock 1, House prices etc). I would like to forecast the dependent variable. I run 10 regressions: gdp c gdp(-1) predictor predictor(-1 to -4). Note that I choose the number of lags...
- Wed Jun 10, 2015 7:49 am
- Forum: Estimation
- Topic: Nowcasting GDP using Mixed-Data Sampling Models
- Replies: 0
- Views: 2088
Nowcasting GDP using Mixed-Data Sampling Models
Hey guys, I have been working on nowcasing (forecasting) the quarterly GDP of Germany. I decided to use two mixed-frequency data models: bridge equations and MIDAS. I have gathered monthly indicators of the business activity in order to do the estimation. Basically, I want to estimate quarterly GDP ...