Real time estimates of GDP growth, based on two-regime models

Bert de Groot and Philip Hans Franses

No EI 2005-32, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: This paper builds on De Groot and Franses (2005) (Econometric Institute Report 2005-01). It modifies the EICIE, the Econometric Institute Current Indicator of the Economy, by allowing for two regimes. These regimes are marked by positive or negative annual growth in the staffing services data. Real time estimates of GDP growth for 2005 quarters 1 and 2, using this non-linear model, have been published in a Dutch language article in the ESB of April 22 2005 and of July 15 2005.

Keywords: GDP; current indicator; staffing (search for similar items in EconPapers)
Date: 2005-09-14
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Citations: View citations in EconPapers (1)

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