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Assessing Forecasting Performance of Business Tendency Surveys during the Great Recession: Evidence for Russia

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Abstract

This study investigates usefulness of business tendency surveys in industrial sector for out-of-sample prediction of growth of industrial production in Russia. A special attention is paid to performance of survey-augmented models during the recent Great Recession 2008/2009. Using the real-time data vintages of the index of industrial production in Russia we conclude that the use of surveys positively contributes to boosting forecast accuracy of industrial production compared with forecasts based on a benchmark univariate autoregressive model.

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Bibliographic Info

Paper provided by KOF Swiss Economic Institute, ETH Zurich in its series KOF Working papers with number 12-306.

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Length: 14 pages
Date of creation: Jul 2012
Date of revision:
Handle: RePEc:kof:wpskof:12-306

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Keywords: The Great Recession; business tendency surveys; forecasting; model selection; Autometrics; Russia;

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