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GDP nowcasting with ragged-edge data : A semi-parametric modelling

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Author Info
Laurent Ferrara () (Centre d'Economie de la Sorbonne et Banque de France)
Dominique Guegan () (Paris School of Economics - Centre d'Economie de la Sorbonne)
Patrick Rakotomarolahy () (Centre d'Economie de la Sorbonne)

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Abstract

This papier formalizes the process of forecasting unbalanced monthly data sets in order to obtain robust nowcasts and forecasts of quarterly GDP growth rate through a semi-parametric modelling. This innovative approach lies on the use on non-parametric methods, based on nearest neighbors and on radial basis function approaches, ti forecast the monthly variables involved in the parametric modelling of GDP using bridge equations. A real-time experience is carried out on Euro area vintage data in order to anticipate, with an advance ranging from six to one months, the GDP flash estimate for the whole zone.

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File URL: ftp://mse.univ-paris1.fr/pub/mse/CES2008/B08082.pdf
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Publisher Info
Paper provided by Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne in its series Documents de travail du Centre d'Economie de la Sorbonne with number b08082.

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Length: 22 pages
Date of creation: Nov 2008
Date of revision:
Handle: RePEc:mse:cesdoc:b08082

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Web page: http://ces.univ-paris1.fr/
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Related research
Keywords: Euro area GDP; real-time nowcasting; forescasting; non-parametric methods.;

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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
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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