| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w28014 |
| 来源ID | Working Paper 28014 |
| A Comparison of Monthly Global Indicators for Forecasting Growth | |
| Christiane Baumeister; Pierre Guérin | |
| 发表日期 | 2020-11-02 |
| 出版年 | 2020 |
| 语种 | 英语 |
| 摘要 | This paper evaluates the predictive content of a set of alternative monthly indicators of global economic activity for nowcasting and forecasting quarterly world GDP using mixed-frequency models. We find that a recently proposed indicator that covers multiple dimensions of the global economy consistently produces substantial improvements in forecast accuracy, while other monthly measures have more mixed success. This global economic conditions indicator contains valuable information also for assessing the current and future state of the economy for a set of individual countries and groups of countries. We use this indicator to track the evolution of the nowcasts for the US, the OECD area, and the world economy during the coronavirus pandemic and quantify the main factors driving the nowcasts. |
| 主题 | Econometrics ; Estimation Methods ; Macroeconomics ; Business Cycles ; COVID-19 |
| URL | https://www.nber.org/papers/w28014 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/585688 |
| 推荐引用方式 GB/T 7714 | Christiane Baumeister,Pierre Guérin. A Comparison of Monthly Global Indicators for Forecasting Growth. 2020. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w28014.pdf（1084KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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