A non-parametric method to nowcast the Euro Area IPI

Laurent Ferrara () and Thomas Raffinot ()
Additional contact information
Laurent Ferrara: CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique, DGEI-DAMEP - Banque de France
Thomas Raffinot: CPR-Asset Management - CPR Asset Management

Post-Print from HAL

Abstract: Non-parametric methods have been empirically proved to be of great interest in the statistical literature in order to forecast stationary time series, but very few applications have been proposed in the econometrics literature. In this paper, our aim is to test whether non-parametric statistical procedures based on a Kernel method can improve classical linear models in order to nowcast the Euro area manufacturing industrial production index (IPI) by using business surveys released by the European Commission. Moreover, we consider the methodology based on bootstrap replications to estimate the confidence interval of the nowcasts.

Keywords: Non-parametric; Kernel; nowcasting; bootstrap; Euro area IPI.; Euro area IPI; Non-paramétrique; noyaux; IPI zone euro. (search for similar items in EconPapers)
Date: 2008-04
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00275769
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in 2008

Downloads: (external link)
https://shs.hal.science/halshs-00275769/document (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00275769

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().