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[文献] Nowcasting: The real-time informational content of macroeconomic data [推广有奖]

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kuhasu 发表于 2011-10-19 16:11:34 |AI写论文
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Nowcasting: The real-time informational content of macroeconomic data

Domenico Giannonea, [url=http://www.sciencedirect.com/science/article/pii/S0304393208000652#cor1][/url], , Lucrezia Reichlinb, David Smallc


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aEuropean Central Bank, ECARES and CEPR, Germany

bEuropean Central Bank and CEPR, Germany

cBoard of Governors of the Federal Reserve System, Germany

Received 27 September 2005; revised 29 April 2008; Accepted 1 May 2008. Available online 22 May 2008.


AbstractA formal method is developed for evaluating the marginal impact that intra-monthly data releases have on current-quarter forecasts (nowcasts) of real gross domestic product (GDP) growth. The method can track the real-time flow of the type of information monitored by central banks because it can handle large data sets with staggered data-release dates. Each time new data are released, the nowcasts are updated on the basis of progressively larger data sets that, reflecting the unsynchronized data-release dates, have a “jagged edge” across the most recent months.





JEL classification: E52; C33; C53

Keywords: Forecasting; Monetary policy; Factor model; Real-time data; Nowcast



http://www.sciencedirect.com/science/article/pii/S0304393208000652



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Nowcasting: The real-time informational content of macroeconomic data☆
关键词:information Informatio Real-time MacroEcon formation content

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xiaobo137 发表于 2011-10-19 16:11:35
Nowcasting: The real-time informational content of macroeconomic data☆
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kuhasu 发表于 2011-10-19 18:54:15
非常感谢!!

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