�ݺ�ߣshows by User: DaviddeAntonioLiedo

�ݺ�ߣshows by User: DaviddeAntonioLiedo / http://www.slideshare.net/images/logo.gif �ݺ�ߣshows by User: DaviddeAntonioLiedo / Mon, 27 Jul 2015 15:49:43 GMT �ݺ�ߣShare feed for �ݺ�ߣshows by User: DaviddeAntonioLiedo Updating Nowcasts for German GDP growth /slideshow/updating-nowcasts-for-german-gdp-growth/50975971 update-150727154943-lva1-app6891
Real-time illustration of how the Nowcasting library of JDemetra+ can be used to update expectations for GDP growth. I will update the result frequently but not regularily, hoping that you will be curious about the methodology and decide to specify your own models with this tool, which is free and open source software]]>
Real-time illustration of how the Nowcasting library of JDemetra+ can be used to update expectations for GDP growth. I will update the result frequently but not regularily, hoping that you will be curious about the methodology and decide to specify your own models with this tool, which is free and open source software]]> Mon, 27 Jul 2015 15:49:43 GMT /slideshow/updating-nowcasts-for-german-gdp-growth/50975971 DaviddeAntonioLiedo@slideshare.net(DaviddeAntonioLiedo) Updating Nowcasts for German GDP growth DaviddeAntonioLiedo Real-time illustration of how the Nowcasting library of JDemetra+ can be used to update expectations for GDP growth. I will update the result frequently but not regularily, hoping that you will be curious about the methodology and decide to specify your own models with this tool, which is free and open source software <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/update-150727154943-lva1-app6891-thumbnail.jpg?width=120&height=120&fit=bounds" /><br> Real-time illustration of how the Nowcasting library of JDemetra+ can be used to update expectations for GDP growth. I will update the result frequently but not regularily, hoping that you will be curious about the methodology and decide to specify your own models with this tool, which is free and open source software

Updating Nowcasts for German GDP growth from National Bank of Belgium

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0 Nowcasting German GDP growth and the real time newsflow /slideshow/kiel-fe-public/50404457 kielfepublic-150710215446-lva1-app6892
We show how JDemetra+ can be used for monitoring the German business cycle and visualizing the real-time dataflow, which contributes to automatically update our perception of events. The formalization of the nowcasting problem is not specific to the use of dynamic factor models. It allows the forecaster to take into account the timeliness and quality of the various data releases in the process monitoring the economy in real time.]]>
We show how JDemetra+ can be used for monitoring the German business cycle and visualizing the real-time dataflow, which contributes to automatically update our perception of events. The formalization of the nowcasting problem is not specific to the use of dynamic factor models. It allows the forecaster to take into account the timeliness and quality of the various data releases in the process monitoring the economy in real time.]]> Fri, 10 Jul 2015 21:54:46 GMT /slideshow/kiel-fe-public/50404457 DaviddeAntonioLiedo@slideshare.net(DaviddeAntonioLiedo) Nowcasting German GDP growth and the real time newsflow DaviddeAntonioLiedo We show how JDemetra+ can be used for monitoring the German business cycle and visualizing the real-time dataflow, which contributes to automatically update our perception of events. The formalization of the nowcasting problem is not specific to the use of dynamic factor models. It allows the forecaster to take into account the timeliness and quality of the various data releases in the process monitoring the economy in real time. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/kielfepublic-150710215446-lva1-app6892-thumbnail.jpg?width=120&height=120&fit=bounds" /><br> We show how JDemetra+ can be used for monitoring the German business cycle and visualizing the real-time dataflow, which contributes to automatically update our perception of events. The formalization of the nowcasting problem is not specific to the use of dynamic factor models. It allows the forecaster to take into account the timeliness and quality of the various data releases in the process monitoring the economy in real time.

Nowcasting German GDP growth and the real time newsflow from National Bank of Belgium

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0 JDemetra+Nowcasting: Macroeconomic Monitoring and Visualizing News /slideshow/a-realtime-forecasting-evaluation-library-for-jdemetra-45630748/45630748 nttsslidesfinalnocomments-150309172012-conversion-gate01
This paper presents an extension of JDemetra+ that can be used to operationalize the process of nowcasting: 1) short term forecasting and 2) reading the newsflow. The second point is not possible with "partial" models such as bridge equations or any kind of univariate regressions. Our multivariate modeling approach, inspired by the state-of-the-art literature on nowcasting, is parsimonious and estimation is feasible even in the presence of large and heterogeneous data sets. By taking into account the calendar of macro-economic releases, it can also provide a realistic measure of the forecasting accuracy and how it decreases over time as more and more information becomes available. An example based on well known US variables illustrates the power of this methodology and the usefulness of our visualization approach. Further examples can be found in our wiki (https://github.com/nbbrd/jdemetra-nowcasting/wiki)]]>
This paper presents an extension of JDemetra+ that can be used to operationalize the process of nowcasting: 1) short term forecasting and 2) reading the newsflow. The second point is not possible with "partial" models such as bridge equations or any kind of univariate regressions. Our multivariate modeling approach, inspired by the state-of-the-art literature on nowcasting, is parsimonious and estimation is feasible even in the presence of large and heterogeneous data sets. By taking into account the calendar of macro-economic releases, it can also provide a realistic measure of the forecasting accuracy and how it decreases over time as more and more information becomes available. An example based on well known US variables illustrates the power of this methodology and the usefulness of our visualization approach. Further examples can be found in our wiki (https://github.com/nbbrd/jdemetra-nowcasting/wiki)]]> Mon, 09 Mar 2015 17:20:12 GMT /slideshow/a-realtime-forecasting-evaluation-library-for-jdemetra-45630748/45630748 DaviddeAntonioLiedo@slideshare.net(DaviddeAntonioLiedo) JDemetra+Nowcasting: Macroeconomic Monitoring and Visualizing News DaviddeAntonioLiedo This paper presents an extension of JDemetra+ that can be used to operationalize the process of nowcasting: 1) short term forecasting and 2) reading the newsflow. The second point is not possible with "partial" models such as bridge equations or any kind of univariate regressions. Our multivariate modeling approach, inspired by the state-of-the-art literature on nowcasting, is parsimonious and estimation is feasible even in the presence of large and heterogeneous data sets. By taking into account the calendar of macro-economic releases, it can also provide a realistic measure of the forecasting accuracy and how it decreases over time as more and more information becomes available. An example based on well known US variables illustrates the power of this methodology and the usefulness of our visualization approach. Further examples can be found in our wiki (https://github.com/nbbrd/jdemetra-nowcasting/wiki) <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/nttsslidesfinalnocomments-150309172012-conversion-gate01-thumbnail.jpg?width=120&height=120&fit=bounds" /><br> This paper presents an extension of JDemetra+ that can be used to operationalize the process of nowcasting: 1) short term forecasting and 2) reading the newsflow. The second point is not possible with "partial" models such as bridge equations or any kind of univariate regressions. Our multivariate modeling approach, inspired by the state-of-the-art literature on nowcasting, is parsimonious and estimation is feasible even in the presence of large and heterogeneous data sets. By taking into account the calendar of macro-economic releases, it can also provide a realistic measure of the forecasting accuracy and how it decreases over time as more and more information becomes available. An example based on well known US variables illustrates the power of this methodology and the usefulness of our visualization approach. Further examples can be found in our wiki (https://github.com/nbbrd/jdemetra-nowcasting/wiki)

JDemetra+Nowcasting: Macroeconomic Monitoring and Visualizing News from National Bank of Belgium

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0 https://cdn.slidesharecdn.com/profile-photo-DaviddeAntonioLiedo-48x48.jpg?cb=1554244156 github.com/nbbrd/jdemetra-nowcasting/wiki https://cdn.slidesharecdn.com/ss_thumbnails/update-150727154943-lva1-app6891-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/updating-nowcasts-for-german-gdp-growth/50975971 Updating Nowcasts for ... https://cdn.slidesharecdn.com/ss_thumbnails/kielfepublic-150710215446-lva1-app6892-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/kiel-fe-public/50404457 Nowcasting German GDP ... https://cdn.slidesharecdn.com/ss_thumbnails/nttsslidesfinalnocomments-150309172012-conversion-gate01-thumbnail.jpg?width=320&height=320&fit=bounds slideshow/a-realtime-forecasting-evaluation-library-for-jdemetra-45630748/45630748 JDemetra+Nowcasting: M...