Using the flow of conjectural information for short term forecasting of economic activity in Argentina

We exploit the richness of a large data set of daily and monthly business cycle indicators by combining them to produce nowcast of contemporaneous real GDP growth as well as forecast. Nowcast outperforms two benchmark models: the one-quarter ahead forecast of an AR(1) in the previous quarter and pre...

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Autores principales: D'Amato, Laura, Garegnani, María Lorena, Blanco, Emilio
Formato: Objeto de conferencia
Lenguaje:Inglés
Publicado: 2009
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Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/170447
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