메뉴 건너뛰기




Volumn 209, Issue 1, 2009, Pages 60-69

Where are we now? The UK recession and nowcasting GDP growth using statistical models

Author keywords

[No Author keywords available]

Indexed keywords


EID: 70349181059     PISSN: 00279501     EISSN: 17413036     Source Type: Journal    
DOI: 10.1177/0027950109345230     Document Type: Article
Times cited : (16)

References (22)
  • 3
    • 43449119230 scopus 로고    scopus 로고
    • Forecast uncertainty and prospects for the UK economy
    • Barrell, R. and Kirby, S. (2008), Forecast uncertainty and prospects for the UK economy, National Institute Economic Review, 204, pp. 61-3.
    • (2008) National Institute Economic Review , vol.204 , pp. 61-3
    • Barrell, R.1    Kirby, S.2
  • 4
    • 34249312591 scopus 로고    scopus 로고
    • A comparison of methods for the construction of composite coincident and leading indexes for the UK
    • Carriero, A. and Marcellino, M. (2007), A comparison of methods for the construction of composite coincident and leading indexes for the UK, International Journal of Forecasting, 23, pp. 219-36.
    • (2007) International Journal of Forecasting , vol.23 , pp. 219-36
    • Carriero, A.1    Marcellino, M.2
  • 7
    • 49649112897 scopus 로고    scopus 로고
    • Short-term forecasts of euro area real GDP growth: An assessment of real-time performance based on vintage data
    • Diron, M. (2008), Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data, Journal of Forecasting, 27, pp. 371-90.
    • (2008) Journal of Forecasting , vol.27 , pp. 371-90
    • Diron, M.1
  • 8
    • 67649775478 scopus 로고    scopus 로고
    • A review of forecasting techniques for large datasets
    • Eklund, J. and Kapetanios, G. (2008), A review of forecasting techniques for large datasets, National Institute Economic Review, 203, pp. 109-15.
    • (2008) National Institute Economic Review , vol.203 , pp. 109-15
    • Eklund, J.1    Kapetanios, G.2
  • 9
    • 33645977799 scopus 로고    scopus 로고
    • UK real-time macro data characteristics
    • Garratt, A. and Vahey, S.P. (2006), UK real-time macro data characteristics, Economic Journal, 116, pp. 119-35.
    • (2006) Economic Journal , vol.116 , pp. 119-35
    • Garratt, A.1    Vahey, S.P.2
  • 10
    • 46949109976 scopus 로고    scopus 로고
    • Nowcasting: The real-time informational content of macroeconomic data
    • Giannone, D., Reichlin, L. and Small, D. (2008), Nowcasting: the real-time informational content of macroeconomic data, Journal of Monetary Economics, 55, pp. 665-76.
    • (2008) Journal of Monetary Economics , vol.55 , pp. 665-76
    • Giannone, D.1    Reichlin, L.2    Small, D.3
  • 11
    • 14844309292 scopus 로고    scopus 로고
    • Business survey data: Do they help in forecasting GDP growth?
    • Hansson, J., Jansson, P. and Löf, M. (2005), Business survey data: do they help in forecasting GDP growth?, International Journal of Forecasting, 21, pp. 377-89.
    • (2005) International Journal of Forecasting , vol.21 , pp. 377-89
    • Hansson, J.1    Jansson, P.2    Löf, M.3
  • 12
    • 47749084658 scopus 로고    scopus 로고
    • A linear benchmark for forecasting GDP growth and inflation?
    • Marcellino, M. (2008), A linear benchmark for forecasting GDP growth and inflation?, Journal of Forecasting, 27, pp. 305-40.
    • (2008) Journal of Forecasting , vol.27 , pp. 305-40
    • Marcellino, M.1
  • 13
    • 33645997620 scopus 로고    scopus 로고
    • Revisions to Economic Statistics
    • Mitchell, J. (2004), Revisions to economic statistics, Statistics Commission Report No. 17 Vol. 2. (http://www.statscom.org.uk/uploads/files/reports/Revisions_vol_2.pdf).
    • (2004) Statistics Commission Report No. 17 , vol.2
    • Mitchell, J.1
  • 14
    • 15044356986 scopus 로고    scopus 로고
    • An indicator of monthly GDP and an early estimate of quarterly GDP growth
    • Mitchell, J., Smith, R.J., Weale, M.R., Wright, S. and Salazar, E.L. (2005), An indicator of monthly GDP and an early estimate of quarterly GDP growth, Economic Journal,115, pp. 108-29.
    • (2005) Economic Journal , vol.115 , pp. 108-29
    • Mitchell, J.1    Smith, R.J.2    Weale, M.R.3    Wright, S.4    Salazar, E.L.5
  • 15
    • 33846487369 scopus 로고    scopus 로고
    • Selection of estimation window in the presence of breaks
    • Pesaran, M.H. and Timmermann, A. (2007), Selection of estimation window in the presence of breaks, Journal of Econometrics, 137, pp. 134-61.
    • (2007) Journal of Econometrics , vol.137 , pp. 134-61
    • Pesaran, M.H.1    Timmermann, A.2
  • 16
    • 70349165458 scopus 로고
    • The construction of an index of business activity (with discussion)
    • Rhodes, E.C. (1937), The construction of an index of business activity (with discussion), Journal of the Royal Statistical Society: Series C, 100, pp. 18-66.
    • (1937) Journal of the Royal Statistical Society: Series C , vol.100 , pp. 18-66
    • Rhodes, E.C.1
  • 17
    • 0011658296 scopus 로고    scopus 로고
    • Monthly data and short-term forecasting: An assessment of monthly data in a VAR model
    • Salazar, E. and Weale, M. (1999), Monthly data and short-term forecasting: an assessment of monthly data in a VAR model, Journal of Forecasting, 18, pp. 447-62.
    • (1999) Journal of Forecasting , vol.18 , pp. 447-62
    • Salazar, E.1    Weale, M.2
  • 19
    • 0012675693 scopus 로고    scopus 로고
    • A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series
    • in Engle, R. and White, R. (eds), Oxford, Oxford University Press
    • Stock, J.H. and Watson, M.W. (1999), A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series, in Engle, R. and White, R. (eds), Cointegration, Causality and Forecasting: A Festschrift in Honor of Clive W.J. Granger, Oxford, Oxford University Press, pp. 1-44.
    • (1999) Cointegration, Causality and Forecasting: A Festschrift in Honor of Clive W.J. Granger , pp. 1-44
    • Stock, J.H.1    Watson, M.W.2
  • 22
    • 67649372714 scopus 로고    scopus 로고
    • Forecast combinations
    • in Elliott, G., Granger, C.W.J. and Timmermann, A. (eds), Amsterdam, North-Holland
    • Timmermann, A. (2006), Forecast combinations, in Elliott, G., Granger, C.W.J. and Timmermann, A. (eds), Handbook of Economic Forecasting Volume 1, Amsterdam, North-Holland, pp. 135-96.
    • (2006) Handbook of Economic Forecasting Volume 1 , pp. 135-96
    • Timmermann, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.