Forecasting the industrial production index for the euro area through forecasts for the main countries

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Forecasting the industrial production index for the euro area through forecasts for the main countries

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Roberta Zizza () (Bank of Italy, Economic Research Department)

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Roberta Zizza

Abstract

The 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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Paper provided by Bank of Italy, Economic Research Department in its series Temi di discussione (Economic working papers) with number 441.

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Date of creation: Mar 2002
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Handle: RePEc:bdi:wptemi:td_441_02

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Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

Ivo Arnold, 1994. "The myth of a stable European money demand," Open Economies Review, Springer, vol. 5(3), pages 249-259, July. [Downloadable!] (restricted)
Giorgio Bodo & Roberto Golinelli & Giuseppe Parigi, 2000. "Forecasting Industrial Production in the Euro Area," Temi di discussione (Economic working papers) 370, Bank of Italy, Economic Research Department. [Downloadable!]
Other versions:
- Bodo, G. & Golinelli, R. & Parigi, G., 2000. "Forecasting Industrial Production in the Euro Area," Papers 370, Banca Italia - Servizio di Studi.
- Giuseppe Parigi & Roberto Golinelli & Giorgio Bodo, 2000. "Forecasting industrial production in the Euro area," Empirical Economics, Springer, vol. 25(4), pages 541-561. [Downloadable!] (restricted)

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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Ronald Benabou, 2002. "Human capital, technical change and the welfare state," Temi di discussione (Economic working papers) 465, Bank of Italy, Economic Research Department. [Downloadable!]
Other versions:
- Roland Bénabou, 2003. "Human Capital, Technical Change, and the Welfare State," Journal of the European Economic Association, MIT Press, vol. 1(2-3), pages 522-532, 04/05. [Downloadable!] (restricted)
Paolo Angelini, 2002. "Liquidity and Announcement Effects in the Euro Area," Temi di discussione (Economic working papers) 451, Bank of Italy, Economic Research Department. [Downloadable!]
Other versions:
- Paolo Angelini, 2008. "Liquidity And Announcement Effects In The Euro Area," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 67(1), pages 1-20, March.
Alberto Baffigi & Roberto Golinelli & Giuseppe Parigi, 2002. "Real-time GDP forecasting in the euro area," Temi di discussione (Economic working papers) 456, Bank of Italy, Economic Research Department. [Downloadable!]
Bruno Giancarlo & Lupi Claudio, 2003. "Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data," ISAE Working Papers 33, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
Silvia Magri, 2002. "Italian households' debt: determinants of demand and supply," Temi di discussione (Economic working papers) 454, Bank of Italy, Economic Research Department. [Downloadable!]

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