Sökning: "Nowcast"

Visar resultat 1 - 5 av 8 uppsatser innehållade ordet Nowcast.

1. 1. NOWCASTING THE SWEDISH UNEMPLOYMENT RATE USING GOOGLE SEARCH DATA

   Magister-uppsats, Uppsala universitet/Statistiska institutionen

   Författare :Jacob Inganäs; [2023]
   Nyckelord :Google trends; unemployment; regARIMA; nowcast; forecast;

   Sammanfattning : In this thesis, the usefulness of search engine data to nowcast the unemployment rate of Sweden is evaluated. Four different indices from Google Trends based on keywords related  to unemployment are used in the analysis and six different regARIMA models are  estimated and evaluated. LÄS MER

3. 2. Nowcasting U.S. inflation using mixed frequency real-time data

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Gustaf Lundgren; Nils Wicktor; [2023]
   Nyckelord :Inflation; Machine Learning; Nowcasting; MIDAS; Almon distributed lag models; Real-Time data; Random Forest; XGBoost; Mathematics and Statistics;

   Sammanfattning : Different models were developed with the aim of nowcasting inflation at a daily basis with high frequency variables, while using real-time data to avoid look ahead bias. Both popular machine learning models such as Random Forest and XGBoost, and more traditional models such as UMIDAS and Almon distributed lag models were used to make the nowcasts. LÄS MER

4. 3. Nowcasting Private Consumption in Switzerland using a Mixed-Frequency Dynamic Factor Model with High-Frequency Data

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Marius Koechlin; [2021]
   Nyckelord :Nowcasting; Private consumption; Dynamic factor mode; Mixed-frequency data; Kalman filter;

   Sammanfattning : Various empirical papers have provided evidence that dynamic factor models and the use of high- and mixed-frequency data yield good estimates for nowcasts. This thesis uses the dynamic factor model framework of Giannone et al. (2008) with daily, weekly, and monthly data to nowcast private consumption in Switzerland. LÄS MER

5. 4. Nowcasting U.S. Inflation: The Role of Online Retail Prices

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Edvin Ahlander; Eric Axdorph; [2021]
   Nyckelord :Inflation; Nowcasting; Mixed-Frequency Models; Online Retail Prices;

   Sammanfattning : We examine whether high-frequency online retail price data contributes to more accurate nowcasts of the U.S. inflation rate, as given by the monthly change in the Consumer Price Index, when other commonly considered variables for predicting inflation already have been taken into account. LÄS MER

7. 5. The Use of Judgment Versus Models: Forecasting Accuracy in Sveriges Riksbank 2010-2014

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Emma Hamre; Sandra Lanros; [2020]
   Nyckelord :Forecasting; Central Banks; Judgment; Monetary Policy;

   Sammanfattning : In this study, we ask, how did the use of judgments and models affect the accuracy of the Riksbank's forecasts during the years 2010-2014? We examine the two components, judgment and models, that determine the Sveriges Riksbank's published forecasts for three macro indicators: GDP growth, CPIF inflation and the repo rate. The analysis compares the relative forecasting accuracy of the central bank's primary models, DSGE and BVAR, and the final published forecasts containing the judgmental adjustments of the Riksbank's Executive Board. LÄS MER