Alternative methods for forecasting GDP
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Note: View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-00511979
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Other versions of this item:
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00505165, HAL.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," Documents de travail du Centre d'Economie de la Sorbonne 10065, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
References listed on IDEAS
- Evan F. Koenig & Sheila Dolmas & Jeremy Piger, 2003.
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- Evan F. Koenig & Sheila Dolmas & Jeremy M. Piger, 2002. "The use and abuse of 'real-time' data in economic forecasting," Working Papers 2001-015, Federal Reserve Bank of St. Louis.
- Evan F. Koenig & Sheila Dolmas & Jeremy M. Piger, 2000. "The use and abuse of "real-time" data in economic forecasting," International Finance Discussion Papers 684, Board of Governors of the Federal Reserve System (U.S.).
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"On the use of Nearest Neighbors in finance,"
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- Laurent Ferrara & Dominique Guégan & Patrick Rakotomarolahy, 2010.
"GDP nowcasting with ragged-edge data: a semi-parametric modeling,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 29(1-2), pages 186-199.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Documents de travail du Centre d'Economie de la Sorbonne b08082, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2010. "GDP nowcasting with ragged-edge data: a semi-parametric modeling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00460461, HAL.
- Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2009. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344839, HAL.
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- Professor E. Philip Davis & Joseph Byrne, 2002. "Investment and Uncertainty in the G7," National Institute of Economic and Social Research (NIESR) Discussion Papers 198, National Institute of Economic and Social Research.
- Byrne, Joseph P & Davis, E Philip, 2002. "Investment and Uncertainty in the G7," MPRA Paper 78956, University Library of Munich, Germany.
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Cited by:
- Jana Juriová, 2015. "The role of foreign sentiment in small open economy," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(2), pages 57-68, June.
More about this item
Keywords
Forecast; Economic indicators; GDP; Euro area; VAR; Multivariate k nearest neighbor regression; Asymptotic normality;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2010-09-11 (All new papers)
- NEP-ECM-2010-09-11 (Econometrics)
- NEP-ETS-2010-09-11 (Econometric Time Series)
- NEP-MAC-2010-09-11 (Macroeconomics)
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