Jasper de Winter

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

8

DOWNLOADS

329

CITATIONS
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19

Scholarly Papers (8)

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 109 (246,741)
Citation 8

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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 and De Nederlandsche Bank
Downloads 84 (292,554)
Citation 10

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nowcasting, professional forecasters, factor model, judgment, forecasting

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 30 (473,382)

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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

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 16 (558,214)
Citation 2

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

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 45 (400,537)
Citation 4

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

5.

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, Goethe University Frankfurt, Bank of Latvia, De Nederlandsche Bank, Bank of Italy, Bank of Portugal, European Central Bank (ECB), University of Primorska, 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 24 (492,325)

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business investment, uncertainty, monetary policy, capital misallocation

6.

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 18 (526,610)

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

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 3 (620,718)

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misallocation, panel data, persistence, productivity

8.

Combining Model‐Based Near‐Term GDP Forecasts and Judgmental Forecasts: A Real‐Time Exercise for the G7 Countries

Oxford Bulletin of Economics and Statistics, Vol. 80, Issue 6, pp. 1213-1242, 2018
Number of pages: 30 Posted: 29 Oct 2018
W. Jos Jansen and Jasper de Winter
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 0 (661,445)
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