Jasper de Winter

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

9

DOWNLOADS

1,124

SSRN CITATIONS
Rank 32,428

SSRN RANKINGS

Top 32,428

in Total Papers Citations

22

CROSSREF CITATIONS

10

Scholarly Papers (9)

1.

Forecasting GDP Growth in Times of Crisis: Private Sector Forecasts Versus Statistical Models

De Nederlandsche Bank Working Paper No. 320
Number of pages: 36 Posted: 08 Nov 2011
Jasper de Winter
De Nederlandsche Bank
Downloads 251 (223,491)
Citation 15

Abstract:

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Nowcasting, Professional Forecasters, Factor Model, Forecasting

2.

Forecasting and Nowcasting Real GDP: Comparing Statistical Models and Subjective Forecasts

De Nederlandsche Bank Working Paper No. 365
Number of pages: 40 Posted: 04 Jan 2013
W. Jos Jansen, Xiaowen Jin and Jasper de Winter
De Nederlandsche Bank, Ludwig Maximilian University of Munich (LMU) and De Nederlandsche Bank
Downloads 172 (317,012)
Citation 9

Abstract:

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nowcasting, professional forecasters, factor model, judgment, forecasting

3.

Nowcasting GDP using machine learning methods

De Nederlandsche Bank Working Paper No. 754
Number of pages: 35 Posted: 15 Nov 2022
Dennis Kant, Andreas Pick and Jasper de Winter
affiliation not provided to SSRN, Erasmus University Rotterdam (EUR) and De Nederlandsche Bank
Downloads 157 (342,626)

Abstract:

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factor models, forecasting competition, machine learning methodsc, nowcasting

4.

Modeling the Business and Financial Cycle in a Multivariate Structural Time Series Model

De Nederlandsche Bank Working Paper No. 573
Number of pages: 44 Posted: 24 Oct 2017
De Nederlandsche Bank, Vrije Universiteit Amsterdam - School of Business and Economics, De Nederlandsche Bank and Independent
Downloads 122 (418,016)
Citation 1

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Unobserved Component Time Series Model, Kalman Filter, Maximum Likelihood Estimation, Short-Term And Medium-Term Cycles

Nowcasting and Forecasting Economic Growth in the Euro Area Using Principal Components

De Nederlandsche Bank Working Paper No. 415
Number of pages: 31 Posted: 20 Feb 2014
Irma Hindrayanto, Siem Jan Koopman and Jasper de Winter
De Nederlandsche Bank, Vrije Universiteit Amsterdam - School of Business and Economics and De Nederlandsche Bank
Downloads 64 (638,456)
Citation 6

Abstract:

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Factor models, Principal component analysis, Forecasting, Kalman filter, State space method, Publication lag, Mixed frequency

Nowcasting and Forecasting Economic Growth in the Euro Area Using Principal Components

Tinbergen Institute Discussion Paper 14-113/III
Number of pages: 29 Posted: 24 Aug 2014
Irma Hindrayanto, Siem Jan Koopman and Jasper de Winter
De Nederlandsche Bank, Vrije Universiteit Amsterdam - School of Business and Economics and De Nederlandsche Bank
Downloads 57 (677,537)

Abstract:

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Factor models, Principal component analysis, Forecasting, Kalman filter, State space method, Publication lag, Mixed frequency

6.

Business investment in EU countries

ECB Occasional Paper No. 215
Number of pages: 101 Posted: 30 Oct 2018
European Central Bank, Bank of Greece, Bank of Finland, Deutsche Bundesbank, Bank of Latvia, De Nederlandsche Bank, Bank of Italy, Bank of Portugal, European Central Bank (ECB), Central Bank of Ireland, Banco de España, Deutsche Bundesbank, Cyprus University of Technology, Bank of Greece, De Nederlandsche Bank - Research Department, Croatian National Bank, European Central Bank (ECB), Bank of Italy, Národná banka Slovenska, National Bank of Denmark, Bank of Portugal and Banco de España
Downloads 104 (470,185)
Citation 5

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business investment, uncertainty, monetary policy, capital misallocation

7.

Measuring Trends and Persistence in Capital and Labor Misallocation

De Nederlandsche Bank Working Paper No. 639 (2019)
Number of pages: 50 Posted: 15 Jun 2019
Maurice J. G. Bun and Jasper de Winter
University of Amsterdam (UVA) - Department of Quantitative Economics and De Nederlandsche Bank
Downloads 89 (520,775)

Abstract:

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misallocation, panel data, persistence, productivity

8.

Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press

De Nederlandsche Bank Working Paper No. 766
Number of pages: 47 Posted: 08 Mar 2023
Dorinth van Dijk and Jasper de Winter
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 66 (617,725)

Abstract:

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Factor models, topic modeling, nowcasting[comma separated]

9.

Improving Model-Based Near-Term GDP Forecasts by Subjective Forecasts: A Real-Time Exercise for the G7 Countries

De Nederlandsche Bank Working Paper No. 507
Number of pages: 37 Posted: 12 Mar 2016
W. Jos Jansen and Jasper de Winter
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 42 (757,703)

Abstract:

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Forecast combination, encompassing test, nowcasting, factor models, judgment