Business Survey Data: Do They Help in Forecasting the Macro Economy?
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- Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003. "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Papers 84, National Institute of Economic Research.
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Cited by:
- Aleksejs Melihovs & Svetlana Rusakova, 2005. "Short-Term Forecasting of Economic Development in Latvia Using Business and Consumer Survey Data," Working Papers 2005/04, Latvijas Banka.
- Lise Pichette, 2012. "Extracting Information from the Business Outlook Survey Using Statistical Approaches," Discussion Papers 12-8, Bank of Canada.
- 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.
- Piotr Białowolski & Tomasz Kuszewski & Bartosz Witkowski, 2010. "Business Survey Data in Forecasting Macroeconomic Indicators with Combined Forecasts," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 4(4), December.
- Christophe Van Nieuwenhuyze, 2006. "A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts," Working Paper Research 80, National Bank of Belgium.
- Piotr Białowolski & Tomasz Kuszewski & Bartosz Witkowski, 2012. "Macroeconomic Forecasts in Models with Bayesian Averaging of Classical Estimates," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 6(1), March.
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More about this item
Keywords
Business survey data; Dynamic factor models; Macroeconomic forecasting;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
- 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
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2003-10-05 (Econometrics)
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