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Using business survey in industrial and services sector to nowcast GDP growth:The French case

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  • Olivier Darne

    ()
    (University of Paris 10 Nanterre and Banque de France)

Abstract

This paper proposes new bridge equations for the short-term French GDP forecasting. This tool allows to nowcast the quarterly GDP growth in France for the current quarter, based on the monthly business surveys in the industrial and services sectors. We use an automatic model selection procedure which brings a robust, clear and systematic framework for selecting variables. The forecasting performance for the different selected models is evaluated and we show that taking into account the business surveys in the services sector can be useful for nowcasting GDP growth rate.

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File URL: http://www.accessecon.com/pubs/EB/2008/Volume3/EB-08C50137A.pdf
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Bibliographic Info

Article provided by AccessEcon in its journal Economics Bulletin.

Volume (Year): 3 (2008)
Issue (Month): 32 ()
Pages: 1-8

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Handle: RePEc:ebl:ecbull:eb-08c50137

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  1. Harvey, David & Leybourne, Stephen & Newbold, Paul, 1997. "Testing the equality of prediction mean squared errors," International Journal of Forecasting, Elsevier, Elsevier, vol. 13(2), pages 281-291, June.
  2. Krolzig, Hans-Martin & Hendry, David F., 2001. "Computer automation of general-to-specific model selection procedures," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 25(6-7), pages 831-866, June.
  3. Francis X. Diebold & Robert S. Mariano, 1994. "Comparing Predictive Accuracy," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0169, National Bureau of Economic Research, Inc.
  4. Diron, Marie, 2006. "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Working Paper Series, European Central Bank 0622, European Central Bank.
  5. Baffigi, Alberto & Golinelli, Roberto & Parigi, Giuseppe, 2004. "Bridge models to forecast the euro area GDP," International Journal of Forecasting, Elsevier, Elsevier, vol. 20(3), pages 447-460.
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Cited by:
  1. Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni, 2011. "Tracking India Growth in Real Time," Working Papers, National Institute of Public Finance and Policy 11/90, National Institute of Public Finance and Policy.
  2. Dominique Guegan & Patrick Rakotomarolahy, 2010. "A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL halshs-00461711, HAL.

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