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Forecasting Industrial Production in the Euro Area

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Author Info

  • Bodo, G.
  • Golinelli, R.
  • Parigi, G.

Abstract

The creation of the Euro area has increased the importance of obtaining timely information about short-term changes in the area's real activity. In this paper we propose a number of alternative short-term forecasting models, ranging from simple ARIMA models to more complex cointegrated VAR and conditional models, to forecast the index of industrial production for the area is explained by the US industrial production index and the business confidence index from the European Commission harmonised survey on manufacturing firms achieves the best score in terms of forecasting capacity.

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Bibliographic Info

Paper provided by Banca Italia - Servizio di Studi in its series Papers with number 370.

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Length: 39 pages
Date of creation: 2000
Date of revision:
Handle: RePEc:fth:banita:370

Contact details of provider:
Postal: Banca d'Italia-Servizio Studi-Divisione Biblioteca e Pubblicazioni - Via N azionale, 91 -00184 Rome, Italy.
Web page: http://www.bancaditalia.it/
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Related research

Keywords: FORECASTS ; INDUSTRIAL PRODUCTION ; BUSINESS MANAGEMENT;

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  1. Baffigi, A. & Pagnini, M. & Quintiliani, F., 1999. "Industrial Districts and Local Banks: Do the Twins Ever Meet?," Papers 347, Banca Italia - Servizio di Studi.
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