Parigi, Giuseppe; Golinelli, Roberto; Bodo, Giorgio - In: Empirical Economics 25 (2000) 4, pp. 541-561
The creation of the Euro area has increased the importance of obtaining timely information about short-term changes in the area's real activity. In this paper we propose a number of alternative short term forecasting models, ranging from simple ARIMA models to more complex cointegrated VAR and...
