Flow of conjunctural information and forecast of euro area economic activity

DOI10.1002/FOR.1177MaRDI QIDQ2997944zbMATH OpenOpenAlexFDO

Authors Katja Drechsel, Laurent Maurin

Publication date 10 May 2011

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp925.pdf

zbMATH Keywords

weighting schemeforecast poolinglarge datasetGDP componentsout-of-sample forecast performance

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites work

• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• A note on the generalized information criterion for choice of a model
• Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
• Flow of conjunctural information and forecast of euro area economic activity
• Pooling of forecasts

Cited in

(5)

• Flow of conjunctural information and forecast of euro area economic activity
• On the aggregation of Eurozone data
• Forecasting Composite Indicators with Anticipated Information: An Application to the Industrial Production Index
• The Euro‐Sting Revisited: The Usefulness of Financial Indicators to Obtain Euro Area GDP Forecasts
• Survey data as coincident or leading indicators

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