Short-term forecasts of euro area GDP growth

Econometrics Journal

Volumn 14, Issue 1, 2011, Pages

  Angelini, Elena ^a   Camba Mendez, Gonzalo ^a   Giannone, Domenico ^b,e   Reichlin, Lucrezia ^c,e   Rünstler, Gerhard ^d  

^a EUROPEAN CENTRAL BANK   (Germany)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^c LONDON BUSINESS SCHOOL   (United Kingdom)

^d AUSTRIAN INSTITUTE OF ECONOMIC RESEARCH WIFO   (Austria)

^e CEPR   (United Kingdom)

Author keywords

Factor model; Forecasting; Large data sets; Monetary policy; News; Real time data

Indexed keywords

EID: 79951685476     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2010.00328.x     Document Type: Article

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