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We study the performance of several short-term trend estimators for current economic analysis. These estimators are available in X11-ARIMA, X12-ARIMA, TRAMO-SEATS and STAMP. We also include two other trend-cycle estimators obtained by post-processing seasonally adjusted data with X11ARIMA,...
Persistent link: https://www.econbiz.de/10008563120
This paper proposes new bridge equations for the short-term French GDP forecasting. This tool allows to nowcast the quarterly GDP growth in France for the current quarter, based on the monthly business surveys in the industrial and services sectors. We use an automatic model selection procedure...
Persistent link: https://www.econbiz.de/10005110609