Heinisch, Katja (contributor); Maurin, Laurent (contributor) - 2008
Euro area GDP and components are nowcast and forecast one quarter ahead. Based on a dataset of 163 series comprising … Giannone, Reichlin and Small (2006) and Bańbura and Rünstler (2007). An out-of-sample forecast comparison exercise is also … carried out for each component and GDP directly. The forecast performance is found to vary widely across components. Two …