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When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna.
In: Papers.
RePEc:arx:papers:2007.00273.

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Cited: 8

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Cites: 22

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Cocites: 50

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Coauthors: 0

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Citations

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  1. Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna.
    In: Papers.
    RePEc:arx:papers:2404.02671.

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  2. Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563.

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  3. Nowcasting Key Australian Macroeconomic Variables. (2023). Anthonisz, Michael.
    In: Australian Economic Review.
    RePEc:bla:ausecr:v:56:y:2023:i:3:p:371-380.

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  4. Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii.
    In: Papers.
    RePEc:arx:papers:2308.10993.

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  5. Factor-augmented sparse MIDAS regression for nowcasting. (2023). Striaukas, Jonas ; Beyhum, Jad.
    In: Papers.
    RePEc:arx:papers:2306.13362.

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References

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Cocites

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  2. When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna.
    In: Papers.
    RePEc:arx:papers:2007.00273.

    Full description at Econpapers || Download paper

  3. Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim.
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  11. Theory and Practice of GVAR Modeling. (2014). Pesaran, M ; Chudik, Alexander.
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  12. The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time. (2014). Golinelli, Roberto ; Girardi, Alessandro ; Pappalardo, C..
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