Nowcasting Annual National Accounts with Quarterly Indicators : An Assessment of Widely Used Benchmarking Methods

An Assessment of Widely Used Benchmarking Methods

Nowcasting Annual National Accounts with Quarterly Indicators : An Assessment of Widely Used Benchmarking Methods
Benchmarking methods can be used to extrapolate (or "nowcast") low-frequency benchmarks on the basis of available high-frequency indicators. Quarterly national accounts are a typical example, where a number of monthly and quarterly indicators of economic activity are used to calculate preliminary annual estimates of GDP. Using both simulated and... READ MORE...

Publication date: March 2016
ISBN 9781484301180
$18.00

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