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NBB Working Paper, 2023, 445: Nowcasting GDP through the lens of economic states

Oorspronkelijke titel: Nowcasting GDP through the lens of economic states
Bron: nbb.be
08-11-2023
Publicatiejaar: 2023 Editie: 445 Aantal pagina's: 62
EN

Common sense tells that historical data are more informative for the estimation of today’s nowcasting models when observed in a similar economic state as today. We operationalise this intuition by proposing a state-based weighted estimation procedure of GDP nowcasting models, in which observations are weighted based on the similarity with the current economic state. For this end, we also construct new state variables for measuring the similarity of ec

Bron: https://www.nbb.be/nl/articles/nowcasting-gdp-through-lens-economic-states - 26-06-2023
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Termen(4)
bbp
Vooruitzichten economie
Economische ontwikkelingen
Auteur(4)
Kris Boudt
Geert Langenus
Peter Reusens
Arno De Block