New indicators for tracking growth in real time:
We develop monthly indicators for tracking short-run trends in real GDP growth in 32 advanced and emerging-market economies. We test the historical performance of our indicators and find that they do a good job at describing the business cycle. In a recursive out-of-sample forecasting exercise, we f...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch Artikel |
| Sprache: | English |
| Veröffentlicht: |
Paris
OECD Publishing
2014
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| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | We develop monthly indicators for tracking short-run trends in real GDP growth in 32 advanced and emerging-market economies. We test the historical performance of our indicators and find that they do a good job at describing the business cycle. In a recursive out-of-sample forecasting exercise, we find that the indicators generally produce good real GDP growth forecasts relative to a range of time series models. |
| Beschreibung: | 1 Online-Ressource (21 p.) 21 x 28cm. |
| DOI: | 10.1787/jbcma-2013-5jz741mh2czs |
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| indexdate | 2024-11-26T14:56:13Z |
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| spelling | Matheson, Troy D... VerfasserIn aut New indicators for tracking growth in real time Troy D., Matheson Paris OECD Publishing 2014 1 Online-Ressource (21 p.) 21 x 28cm. Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier We develop monthly indicators for tracking short-run trends in real GDP growth in 32 advanced and emerging-market economies. We test the historical performance of our indicators and find that they do a good job at describing the business cycle. In a recursive out-of-sample forecasting exercise, we find that the indicators generally produce good real GDP growth forecasts relative to a range of time series models. Economics Enthalten in OECD Journal: Journal of Business Cycle Measurement and Analysis Vol. 2013, no. 2, p. 51-71 volume:2013 year:2013 number:2 pages:51-71 FWS01 ZDB-13-SOC FWS_PDA_SOC https://doi.org/10.1787/jbcma-2013-5jz741mh2czs Volltext |
| spellingShingle | Matheson, Troy D.. New indicators for tracking growth in real time Economics |
| title | New indicators for tracking growth in real time |
| title_auth | New indicators for tracking growth in real time |
| title_exact_search | New indicators for tracking growth in real time |
| title_full | New indicators for tracking growth in real time Troy D., Matheson |
| title_fullStr | New indicators for tracking growth in real time Troy D., Matheson |
| title_full_unstemmed | New indicators for tracking growth in real time Troy D., Matheson |
| title_short | New indicators for tracking growth in real time |
| title_sort | new indicators for tracking growth in real time |
| topic | Economics |
| topic_facet | Economics |
| url | https://doi.org/10.1787/jbcma-2013-5jz741mh2czs |
| work_keys_str_mv | AT mathesontroyd newindicatorsfortrackinggrowthinrealtime |