Short-Term Forecasting : Projecting Italian GDPone Quarter to Two Years Ahead /

This paper presents a "bridge model" for short-run (one or two quarters ahead) forecasting of Italian GDP, relying on industrial production and survey indicators as key variables that can help in providing a real-time first GDP estimate. For a one- to two-year horizon, it formulates and es...

Ամբողջական նկարագրություն

Մատենագիտական մանրամասներ
Հիմնական հեղինակ: Iacoviello, Matteo
Ձևաչափ: Ամսագիր
Լեզու:English
Հրապարակվել է: Washington, D.C. : International Monetary Fund, 2001.
Շարք:IMF Working Papers; Working Paper ; No. 2001/109
Առցանց հասանելիություն:Full text available on IMF
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100 1 |a Iacoviello, Matteo. 
245 1 0 |a Short-Term Forecasting :   |b Projecting Italian GDPone Quarter to Two Years Ahead /  |c Matteo Iacoviello. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2001. 
300 |a 1 online resource (23 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper presents a "bridge model" for short-run (one or two quarters ahead) forecasting of Italian GDP, relying on industrial production and survey indicators as key variables that can help in providing a real-time first GDP estimate. For a one- to two-year horizon, it formulates and estimates a Bayesian VAR (BVAR) model of the Italian economy. Both the "bridge" and the BVAR model can be of great help in supplementing traditional judgmental or structural econometric forecasts. Given their simplicity and their good forecasting power, the framework may be usefully extended to other variables as well as to other countries. 
538 |a Mode of access: Internet 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2001/109 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2001/109/001.2001.issue-109-en.xml  |z IMF e-Library