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Short-Term Forecasting : Projecting Italian GDPone Quarter to Two Years Ahead / Matteo Iacoviello.
- Format:
- Book
- Government document
- Author/Creator:
- Iacoviello, Matteo.
- Series:
- IMF Working Papers; Working Paper ; No. 2001/109
- IMF Working Papers
- Language:
- English
- Physical Description:
- 1 online resource (23 pages)
- Place of Publication:
- Washington, D.C. : International Monetary Fund, 2001.
- Language Note:
- English
- Summary:
- 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 economy. Both the "bridge" and the BVAR model can be of great help in supplementing traditional judgmental or structural econometric forecasts. Given their simplicity and their good forecasting power, the framework may be usefully extended to other variables as well as to other countries.
- Notes:
- Bibliographic Level Mode of Issuance: Monograph
- Description based on print version record.
- ISBN:
- 9786613800428
- 9781462392308
- 146239230X
- 9781452763354
- 1452763356
- 9781282107076
- 1282107070
- 9781451898798
- 1451898797
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