The PRISME model: can disaggregation on the production side help to forecast GDP?
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- E. Monnet & C. Thubin, 2017. "Construction crises and business cycle: consequences for GDP forecasts," Rue de la Banque, Banque de France, issue 39, february..
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More about this item
Keywords
GDP nowcasting; Aggregation; Mixed-frequency data.;All these keywords.
JEL classification:
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2016-06-25 (Forecasting)
- NEP-MAC-2016-06-25 (Macroeconomics)
- NEP-NET-2016-06-25 (Network Economics)
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