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来源类型Working Paper
规范类型报告
DOI10.3386/w28014
来源IDWorking 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
URLhttps://www.nber.org/papers/w28014
来源智库National Bureau of Economic Research (United States)
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资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/585688
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GB/T 7714
Christiane Baumeister,Pierre Guérin. A Comparison of Monthly Global Indicators for Forecasting Growth. 2020.
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