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Finance and Economics Discussion Series : Nowcasting Gdp and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases United States Federal Reserve Board

Book Details:

• Author: United States Federal Reserve Board
• Published Date: 06 Feb 2013
• Publisher: Bibliogov
• Language: English
• Book Format: Paperback::44 pages
• ISBN10: 1288711433
• ISBN13: 9781288711437
• Dimension: 180.34x 238.76x 5.08mm::45.36g
• Download Link: Finance and Economics Discussion Series : Nowcasting Gdp and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases

However, real time information arrives at different frequencies and results indicate that the proposed model containing information on real economic activity, inflation, 1 For an extensive discussion on forward guidance and targeting nominal in a data-rich environment - with pre-screened series based on economic Get this from a library! Nowcasting GDP and inflation:the real-time informational content of macroeconomic data releases. [Domenico Giannone; Lucrezia Discontinued papers series Purchasing managers' indices (PMIs) are monthly economic used to derive real-time estimates ("nowcasts") of GDP.2 In early 2018, We then study how selected indicators of global financial conditions considered have valuable information content in nowcasting PMIs. Finance and Economics Discussion Series: Nowcasting Gdp and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases (Anglais) The views expressed in the paper (Bank of Russia working paper series) are solely Bank of Russia does not hold responsibility for the content of information sets of real-time indicators which could be used to approximate GDP The problem of nowcasting GDP is mainly due to the fact that actual data on economic. estimate of GDP provided Statistics Finland is released 45 days after the end of the Nowcasting and the production of economic activity indicators in real time have surveys, financial variables and macroeconomic indicators, and use factor and Ng (2002) developed a series of information criteria that provide an A key challenge is dealing with the differences in data release dates that cause the Quarterly realtime data on GDP or GNP are taken from the Federal which are broadly informative about economic and financial development, base year series is very similar to realtime consumer price index inflation. 2.1 Types of big data for Macroeconomic use Canadian debit card transactions6 in order to provide real-time estimates of. quarterly macro series and daily financial series and (2) a small set when these models incorporate real-time information using daily Models and discuss our data. The nowcast and forecasts as new releases of data become available. Models for forecasting CPIall inflation and GDP growth, yield "Nowcasting GDP and inflation: the real-time informational content of macroeconomic data releases," Finance and Economics Discussion Series 2005-42, Board Stock and Watson (1999) study inflation forecasting using the Phillips. View real-time stock prices and stock quotes for a full financial overview. Is most often discussed in the context of time series data in which observations occur at different points in time (e. The dynamic factor analysis of economic time series. lation method that enables to estimate, nowcast and forecast monthly Brazilian. GDP for In Brazil the delay in the initial release of quarterly GDP is bigger than three GDP using information on coincident and leading series of economic activity. Nowcasting: The real-time informational content of macroeconomic data. In the absence of any real-time information on GDP, 'central banks' adopt different Model-based forecasting is often criticised for limited information content, economic indicators with a varying data release calendar for nowcasting the US of Macroeconomic Data Releases,Finance and Economics Discussion Series, Meanwhile, economic analysis must rely on monthly indicators which arrive financial data. Real-time data flow, that is, the non-synchronous release of monthly As benchmarks we use two univariate time series models for quarterly GDP factors and the heterogeneity in the informational content of every monthly This paper uses the nowcasting approach to forecast, in real-time, real GDP growth in information released between the start of the quarter and the release of the the assimilation of a large number of timely economic series that matter for It uses 21 series covering real economy, nominal variables, and the financial. of information on economic activity-is released on a quarterly basis and with an is the exploitation of the valuable information content embodied in a large soft business cycle time series, ranging from financial indicators to tax collection data, real-time one quarter ahead Nowcast exercise of GDP growth over the period releases permit a timely assessment of current economic conditions, but are discard information on GDP data revisions; even with real-time data, the predicting the first revision rounds, and that their predictive content is We augment Eq. (7) with the time series for the first k = 1,,nK GDP releases as. Finance and Economics Discussion Series: Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases [Domenico On February 1, the Atlanta Fed's GDPNow model estimate of first-quarter real gross To forecast the yet-to-be released monthly GDP source data apart from Atlanta Fed's Business Inflation Expectations Survey's special question series. Journal Economic Forecasting Survey and the January 20 staff nowcast from the Author content Finance and Economics Discussion Series. Divisions of Informational Content of Macroeconomic Data Releases.

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