| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP9112 |
| DP9112 Now-casting and the real-time data flow | |
| Lucrezia Reichlin; Domenico Giannone; Michele Modugno; Marta Banbura | |
| 发表日期 | 2012-09-02 |
| 出版年 | 2012 |
| 语种 | 英语 |
| 摘要 | The term now-casting is a contraction for now and forecasting and has been used for a long-time in meteorology and recently also in economics In this paper we survey recent developments on economic now-casting with special focus on those models that formalize key features of how market participants and policy makers read macroeconomic data releases in real time, which involves: monitoring many data, forming expectations about them and revising the assessment on the state of the economy whenever realizations diverge sizeably from those expectations. |
| 主题 | International Macroeconomics |
| 关键词 | Dynamic factor model High-dimensional data Macroeconomic forecasting Macroeconomic news Mixed-frequency Real-time data State-space models |
| URL | https://cepr.org/publications/dp9112 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/537945 |
| 推荐引用方式 GB/T 7714 | Lucrezia Reichlin,Domenico Giannone,Michele Modugno,et al. DP9112 Now-casting and the real-time data flow. 2012. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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