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Short-term forecasting of quarterly gross domestic product growth

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Author Info

  • Liebermann, Joëlle

    (Central Bank of Ireland)

Abstract

This article reviews a number of statistical tools used to extract the predictive element of these many sources of information of GDP and illustrates their application to the case of Irish economy.

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File URL: http://www.centralbank.ie/publications/Documents/Short%20term%20forecasting%20of%20quarterly%20gross%20domestic%20product%20growth.pdf
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Bibliographic Info

Article provided by Central Bank of Ireland in its journal Quarterly Bulletin Articles.

Volume (Year): (2012)
Issue (Month): (February)
Pages: 74-84

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Handle: RePEc:cbi:qtbart:y:2012:m:02:p:74-84

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References

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  1. D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry, 2008. "Now-casting Irish GDP," Research Technical Papers 9/RT/08, Central Bank of Ireland.
  2. G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008. "Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise," Bank of Lithuania Working Paper Series 1, Bank of Lithuania.
  3. Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008. "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
  4. Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006. "A Two-step estimator for large approximate dynamic factor models based on Kalman filtering," THEMA Working Papers 2006-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  5. Quill, Patrick, 2008. "An Analysis of Revisions to Growth Rates in the Irish Quarterly National Accounts," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI), vol. 2008(3-Autumn).
  6. Aiolfi, Marco & Timmermann, Allan, 2006. "Persistence in forecasting performance and conditional combination strategies," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 31-53.
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Cited by:
  1. Keeney, Mary & Kennedy, Bernard & Liebermann, Joelle, 2012. "The value of hard and soft data for short-term forecasting of GDP," Economic Letters 11/EL/12, Central Bank of Ireland.
  2. Conefrey, Thomas & Liebermann, Joelle, 2013. "A Monthly Business Cycle Indicator for Ireland," Economic Letters 03/EL/13, Central Bank of Ireland.

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