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Real time estimates of GDP growth, based on two-regime models

Author

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  • de Groot, E.A.
  • Franses, Ph.H.B.F.

Abstract

This paper builds on De Groot and Franses (2005) (Econometric Institute Report 2005-01). It modifies the EICIE, the Econometric Institute Current Indicator of the Economy, by allowing for two regimes. These regimes are marked by positive or negative annual growth in the staffing services data. Real time estimates of GDP growth for 2005 quarters 1 and 2, using this non-linear model, have been published in a Dutch language article in the ESB of April 22 2005 and of July 15 2005.

Suggested Citation

  • de Groot, E.A. & Franses, Ph.H.B.F., 2005. "Real time estimates of GDP growth, based on two-regime models," Econometric Institute Research Papers EI 2005-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Handle: RePEc:ems:eureir:6940
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    File URL: https://repub.eur.nl/pub/6940/ei2005-32.pdf
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    References listed on IDEAS

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    1. de Groot, E.A. & Franses, Ph.H.B.F., 2005. "Real time estimates of GDP growth," Econometric Institute Research Papers EI 2005-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. Granger, Clive W. J. & Terasvirta, Timo, 1993. "Modelling Non-Linear Economic Relationships," OUP Catalogue, Oxford University Press, number 9780198773207.
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    Cited by:

    1. den Reijer, Ard H.J., 2011. "Regional and sectoral dynamics of the Dutch staffing labor cycle," Economic Modelling, Elsevier, vol. 28(4), pages 1826-1837, July.

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    Keywords

    GDP; current indicator; staffing;

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