Are GDP Revisions Predictable? Evidence for Switzerland

Boriss Siliverstovs

Applied Economics Quarterly (formerly: Konjunkturpolitik), 2012, vol. 58, issue 4, 299-326

Abstract: This study presents a model that delivers more accurate forecasts of the revised rather initial estimates of the quarterly GDP growth rate in Switzerland during the period of the recent financial crisis. The key explanation to our findings is that our model, capitalizing on the information contained in the Business Tendency Surveys, is able to predict future revisions of the initial estimates. Our findings imply that there is a scope for improvement of how preliminary estimates of the quarterly GDP growth rate are produced in Switzerland .

Keywords: GDP revisions; forecasting; mixed-frequency data; factor model (search for similar items in EconPapers)
JEL-codes: C53 E37 (search for similar items in EconPapers)
Date: 2012
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