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A monthly indicator of GDP for Euro-Area based on business surveys

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  • Thomas Raffinot

Abstract

Policy-makers and analysts are continually assessing the state of the economy. But, gross domestic product (GDP) is only available on quarterly basis with a time span of 1-3 months, and sometimes with significant revisions. The aim of this article is to develop a monthly indicator of GDP for Euro-Area based on business surveys and to give the outlook of the economy activity induced by the indicator.

Suggested Citation

  • Thomas Raffinot, 2007. "A monthly indicator of GDP for Euro-Area based on business surveys," Applied Economics Letters, Taylor & Francis Journals, vol. 14(4), pages 267-270.
    • Handle: RePEc:taf:apeclt:v:14:y:2007:i:4:p:267-270
    DOI: 10.1080/13504850500447406
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    References listed on IDEAS

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    1. Litterman, Robert B, 1983. "A Random Walk, Markov Model for the Distribution of Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 169-173, April.
    2. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-375, November.
    3. Fernandez, Roque B, 1981. "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 471-476, August.
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    Cited by:

    1. Gabe de Bondt, 2012. "Nowcasting: Trust the Purchasing Managers’ Index or wait for the flash GDP estimate?," EcoMod2012 3896, EcoMod.

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