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Survey Data and Short-Term Forecasts of Swedish GDP Growth

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Abstract

In this paper, the author evaluates forecasting models for Swedish GDP growth which make use of data from Sweden´s most important business survey, the Economic Tendency Survey. Employing nine years of quarterly real-time data, an out-of-sample forecast exercise is conducted. Results indicate that the survey data have informational value that can be used to improve forecasts, thereby confirming the empirical relevance of survey data for GDP forecasters.

Suggested Citation

  • Österholm, Pär, 2013. "Survey Data and Short-Term Forecasts of Swedish GDP Growth," Working Papers 130, National Institute of Economic Research.
  • Handle: RePEc:hhs:nierwp:0130
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    References listed on IDEAS

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    1. Hansson, Jesper & Jansson, Per & Lof, Marten, 2005. "Business survey data: Do they help in forecasting GDP growth?," International Journal of Forecasting, Elsevier, vol. 21(2), pages 377-389.
    2. Sydney C. Ludvigson, 2004. "Consumer Confidence and Consumer Spending," Journal of Economic Perspectives, American Economic Association, vol. 18(2), pages 29-50, Spring.
    3. Gren, Ing-Marie, 2003. "Monetary Green Accounting and Ecosystem Services," Working Papers 86, National Institute of Economic Research.
    4. Eriksson, Kimmo & Karlander, Johan & Öller, Lars-Erik, 1996. "Hierarchical Assignments: Stability and Fairness," Working Papers 50, National Institute of Economic Research.
    5. Barot, Bharat & Yang, Zan, 2002. "House Prices and Housing Investment in Sweden and the United Kingdom: Econometric Analysis for the Period 1970-1998," Working Papers 80, National Institute of Economic Research.
    6. Url, Thomas, 1996. "Internationalists, Regionalists, or Eurocentrists," Working Papers 51, National Institute of Economic Research.
    7. Öller, Lars-Erik & Barot, Bharat, 1999. "Comparing the Accuracy of European GDP Forecasts," Working Papers 64, National Institute of Economic Research.
    8. Huhtala, Anni & Samakovlis, Eva, 2003. "Green Accounting, Air Pollution and Health," Working Papers 82, National Institute of Economic Research.
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    Cited by:

    1. Maria Billstam & Kristina Frändén & Johan Samuelsson & Pär Österholm, 2017. "Quasi-Real-Time Data of the Economic Tendency Survey," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(1), pages 105-138, May.

    More about this item

    Keywords

    Out-of-sample forecasts; Real-time data;

    JEL classification:

    • E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
    • E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications

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