NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS

被引：28

作者：

Giannone, Domenico ^{[1
,2
]}

Reichlin, Lucrezia ^{[2
,3
]}

Simonelli, Saverio ^{[4
,5
]}

机构：

[1] Univ Libre Bruxelles, ECARES, Brussels, Belgium

[2] CEPR, Washington, DC USA

[3] London Business Sch, London, England

[4] Univ Naples Federico II, EUI, Naples, Italy

[5] CSEF, Naples, Italy

来源：

NATIONAL INSTITUTE ECONOMIC REVIEW | 2009年 / 210卷 / 01期

关键词：

Forecasting; factor model; real-time data; large data sets; survey;

D O I：

10.1177/0027950109354413

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper assesses the role of qualitative surveys for the early estimation of GDP in the Euro Area in a model-based automated procedure which exploits the timeliness of their release. The analysis is conducted using both an historical evaluation and a real-time case study on the current conjuncture.

引用

页码：90 / 97

页数：8

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