A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques

被引：0

作者：

Guegan, Dominique ^{[1
]}

Rakotomarolahy, Patrick ^{[2
]}

机构：

[1] Univ Paris1 Pantheon Sorbonne, PES CES MSE, Paris, France

[2] Univ Paris1 Pantheon Sorbonne, CES MSE, Paris, France

来源：

ECONOMICS BULLETIN | 2010年 / 30卷 / 01期

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The aim of this paper is to introduce a new methodology to forecast the monthly economic indicators used in the Gross Domestic Product (GDP) modelling in order to improve the forecasting accuracy. Our approach is based on multivariate k-nearest neighbors method and radial basis function method for which we provide new theoretical results. We apply these two methods to compute the quarter GDP on the Euro-zone, comparing our approach, with GDP obtained when we estimate the monthly indicators with a linear model, which is often used as a benchmark.

引用

页码：508 / 518

页数：11

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