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Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators

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Author Info
Domenico Giannone (ECARES, Université Libre de Bruxelles and CEPR)
Lucrezia Reichlin (London Business School and CEPR)
Saverio Simonelli () (Università di Napoli Federico II, EUI and CSEF)
Abstract

This paper assesses the role of surveys for the early estimates of GDP in the euro area in a model-based automated procedures which exploits the timeliness of their release. The analysis is conducted using both an historical evaluation and a real time case study on the current conjuncture.

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File URL: http://www.csef.it/WP/wp240.pdf
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Publisher Info
Paper provided by Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy in its series CSEF Working Papers with number 240.

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Date of creation: 06 Nov 2009
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Handle: RePEc:sef:csefwp:240

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Related research
Keywords: Forecasting; factor model; real time data; large data sets; survey;

Find related papers by JEL classification:
E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications

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This page was last updated on 2009-11-8.

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