Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years
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Citations
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Cited by:
- Raffaella Giacomini, 2015.
"Economic theory and forecasting: lessons from the literature,"
Econometrics Journal, Royal Economic Society, vol. 18(2), pages 22-41, June.
- Raffaella Giacomini, 2014. "Economic theory and forecasting: lessons from the literature," CeMMAP working papers CWP41/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Giacomini, Raffaella, 2014. "Economic theory and forecasting: lessons from the literature," CEPR Discussion Papers 10201, C.E.P.R. Discussion Papers.
- Guy P. Nason & James L. Wei, 2022. "Quantifying the economic response to COVID‐19 mitigations and death rates via forecasting purchasing managers' indices using generalised network autoregressive models with exogenous variables," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 1778-1792, October.
- Kilinc, Zubeyir & Yucel, Eray, 2016. "PMI Thresholds for GDP Growth," MPRA Paper 70929, University Library of Munich, Germany.
- Gabe J. Bondt, 2019. "A PMI-Based Real GDP Tracker for the Euro Area," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 15(2), pages 147-170, December.
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More about this item
Keywords
business cycle; forecasting; PMI; Real Time Data; US;All these keywords.
JEL classification:
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2012-09-16 (Forecasting)
- NEP-MAC-2012-09-16 (Macroeconomics)
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