Introducing the euro-sting: Short-term indicator of euro area growth
Introducing the euro-sting: Short-term indicator of euro area growth
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Publisher
Chichester, UK: John Wiley & Sons, Ltd
Journal title
Language
English
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Publisher
Chichester, UK: John Wiley & Sons, Ltd
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Scope and Contents
Contents
We set out a model to compute short-term forecasts of the euro area GDP growth in real time. To allow for forecast evaluation, we construct a real-time dataset that changes for each vintage date and includes the exact information that was available at the time of each forecast. With this dataset we show that our simple factor model algorithm, which...
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Full title
Introducing the euro-sting: Short-term indicator of euro area growth
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Record Identifier
TN_cdi_proquest_miscellaneous_839128712
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_839128712
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ISSN
0883-7252
E-ISSN
1099-1255
DOI
10.1002/jae.1174