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Nowcasting Finnish GDP growth using financial variables : a MIDAS approach
(13.05.2020)
BoF Economics Review 4/2020
BoF Economics Review 4/2020
We analyse the performance of financial market variables in nowcasting Finnish quarterly GDP growth. Especially, we assess if prediction accuracy is affected by the sampling frequency of the financial variables. Therefore, ...
Probit based time series models in recession forecasting : A survey with an empirical illustration for Finland
(11.08.2020)
BoF Economics Review 7/2020
BoF Economics Review 7/2020
This article surveys both earlier and recent research on recession forecasting with probit based time series models. Most studies use either a static probit model or its extensions in order to estimate the recession ...