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Nowcasting South African GDP using a suite of statistical models

Author

Listed:
  • Byron Botha
  • Geordie Reid
  • Tim Olds
  • Daan Steenkamp
  • Rossouw van Jaarsveld

Abstract

Nowcasting South African GDP using a suite of statistical models

Suggested Citation

  • Byron Botha & Geordie Reid & Tim Olds & Daan Steenkamp & Rossouw van Jaarsveld, 2021. "Nowcasting South African GDP using a suite of statistical models," Working Papers 11001, South African Reserve Bank.
    • Handle: RePEc:rbz:wpaper:11001
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    References listed on IDEAS

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    8. Richardson, Adam & van Florenstein Mulder, Thomas & Vehbi, Tuğrul, 2021. "Nowcasting GDP using machine-learning algorithms: A real-time assessment," International Journal of Forecasting, Elsevier, vol. 37(2), pages 941-948.
    9. Kapetanios, George & Labhard, Vincent & Price, Simon, 2008. "Forecast combination and the Bank of England's suite of statistical forecasting models," Economic Modelling, Elsevier, vol. 25(4), pages 772-792, July.
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