Introducing the EURO-STING : sort term indicator of euro area growth

We propose a model to compute short-term forecasts of the Euro area GDP growth in real-time. To allow for forecast evaluation, we construct a real-time data set that changes for each vintage date and includes the exact information that was available at the time of each forecast. In this context, we provide examples that show how data revisions and data availability affect point forecasts and forecast uncertainty

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Year of publication:	2008
Authors:	Camacho, Máximo ; Pérez Quirós, Gabriel
Publisher:	Banco de España / Madrid : Banco de España, 2008
Subject:	Business cycles \| Output growth \| Time series \| Modelos macroeconométricos \| Predicción \| Modelos de series temporales

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Type of publication:	Other
Language:	English
Notes:	Documentos de trabajo / Banco de España, 0807 ISSN: 0213-2710 (en papel) ISSN: 1579-8666 (en línea) 000203703 DTRA-200807-eng
Source:	BASE

Persistent link: https://www.econbiz.de/10012529958