Economic forecasting at high-frequency intervals

Article Abstract:

An analysis of how the increasingly informative data flow, which are provided on a daily or a more frequent interval, can be used to good advantage in economic forecasting is presented. Quarterly forecasts are considered as low-frequency forecasts while monthly forecasts are regarded as high-frequency forecasts. The two separate models which were used for the forecasting of the US economy are described.

United States economic conditions

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Long - Run forecasting in multicointegrated systems

Article Abstract:

The long term forecasting in multicointegrated systems is analyzed using Christoffersen and Diebold analysis. A new loss function based on the triangular representation of multicointegrated systems is also suggested.

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Forecasting in the presence of level shifts

Article Abstract:

A method to forecast United States Consumer Price Index inflation, in the presence of infrequent level shifts, is discussed. This method is developed on the basis of stochastic permanent breaks (STOPBREAK) model.

United States, Forecasts, trends, outlooks, Market trend/market analysis, Consumer price indexes

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