Forecasting the industrial production index for the euro area through forecasts for the main countries
AbstractThe aim of the present work is to obtain short-term predictions of the monthly volume of the industrial production of the euro area. Preliminary information on the behaviour of this variable is needed, since the index is released with a lag of about two months. A model based on the US industrial production index and on the single-country forecasts of the production indices for the main euro-area countries is proposed.
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Bibliographic InfoPaper provided by Bank of Italy, Economic Research and International Relations Area in its series Temi di discussione (Economic working papers) with number 441.
Date of creation: Mar 2002
Date of revision:
prediction; industrial production; forecast combination; encompassing;
Find related papers by JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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