Nowcasting Business Cycles Using Toll Data
نویسندگان
چکیده
منابع مشابه
Nowcasting , Business Cycle Dating
A modelling framework is proposed in which the real time informational context of decision-making is properly reflected. Comparisons are drawn with ‘standard’ estimated models that incorrectly omit market-informed insights on future macroeconomic conditions and inappropriately incorporate information that was not available at the time. An analysis of quarterly US data 1968q4-2006q1 shows that n...
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NOTE: This Working Paper should not be reported as representing the views of the European Central Bank (ECB). The views expressed are those of the author and do not necessarily reflect those of the ECB. In 2011 all ECB publications feature a motif taken from the €100 banknote. Fax +49 69 1344 6000 All rights reserved. Any reproduction, publication and reprint in the form of a different publicat...
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ژورنال
عنوان ژورنال: Journal of Forecasting
سال: 2011
ISSN: 0277-6693
DOI: 10.1002/for.1262