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Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators

Domenico Giannone (), Lucrezia Reichlin () and Saverio Simonelli

CSEF Working Papers from Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy

Abstract: This paper assesses the role of surveys for the early estimates of GDP in the euro area in a model-based automated procedures which exploits the timeliness of their release. The analysis is conducted using both an historical evaluation and a real time case study on the current conjuncture.

Keywords: Forecasting; factor model; real time data; large data sets; survey (search for similar items in EconPapers)
JEL-codes: E52 C33 C53 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cba, nep-ecm, nep-eec and nep-for
Date: 2009-11-06
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Published in National Institute Economic Review, 2009, 210(1), 90-97

Downloads: (external link)
http://www.csef.it/WP/wp240.pdf (application/pdf)

Related works:
Journal Article: NOWCASTING EURO AREA ECONOMIC ACTIVITY IN REAL TIME: THE ROLE OF CONFIDENCE INDICATORS (2009) Downloads
Working Paper: Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicator (2009) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:sef:csefwp:240

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