G2TT
来源类型Discussion paper
规范类型论文
来源IDDP14323
DP14323 Nowcasting German GDP
Paolo Andreini; Thomas Hasenzagl; Lucrezia Reichlin; Charlotte Senftleben-König; Till Strohsal
发表日期2020-01-16
出版年2020
语种英语
摘要This paper develops a nowcasting model for the German economy. The model outperforms a number of alternatives and produces forecasts not only for GDP but also for other key variables. We show that the inclusion of foreign variables improves the model’s performance, while financial variables do not. Additionally, a comprehensive model averaging exercise reveals that factor extraction in a single model delivers slightly better results than averaging across models. Finally, we estimate a “news” index for the German economy constructed as a weighted average of the nowcast errors related to each variable included in the model.
主题Monetary Economics and Fluctuations
URLhttps://cepr.org/publications/dp14323
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/543215
推荐引用方式
GB/T 7714
Paolo Andreini,Thomas Hasenzagl,Lucrezia Reichlin,et al. DP14323 Nowcasting German GDP. 2020.
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