Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/80837
Authors: 
Siliverstovs, Boriss
Year of Publication: 
2012
Series/Report no.: 
KOF Working Papers, KOF Swiss Economic Institute, ETH Zurich 302
Abstract: 
This study evaluates forecasting performance of a large-scale factor model developed in Siliverstovs and Kholodilin (2012) in a genuine ex ante forecasting exercise. We perform our forecast of GDP growth in Switzerland in real time using real-time data vintages collected at weekly frequency. This allows us to monitor how newly released economic and financial data influence our forecasts and hence capture prevailing tendencies in current course of economic development.
Subjects: 
Business tendency surveys
Forecasting
Nowcasting
Real-time data
Dynamic factor model
JEL: 
C53
E37
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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