Short-Term Forecasting : Projecting Italian GDPone Quarter to Two Years Ahead

Projecting Italian GDPone Quarter to Two Years Ahead

Short-Term Forecasting : Projecting Italian GDPone Quarter to Two Years Ahead
This paper presents a "bridge model" for short-run (one or two quarters ahead) forecasting of Italian GDP, relying on industrial production and survey indicators as key variables that can help in providing a real-time first GDP estimate. For a one- to two-year horizon, it formulates and estimates a Bayesian VAR (BVAR) model of the Italian... READ MORE...

Publication date: August 2001
ISBN 9781451853216
$15.00

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