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Forecasting Euro area industrial production using (mostly) business surveys data
Bruno, Giancarlo; Lupi, Claudio - Istituto di Studi e Analisi Economica, Rom - 2003
derived from the business surveys of the three major economies within the European Monetary Union (France, Germany, and Italy … in France and Germany; as far as Italy is concerned, forecasts are produced using a model that in the recent past proved … business surveys data and to aggregate the nation-wide forecast into the Euro-zone forecast, we propose using an approach based …
Persistent link: https://www.econbiz.de/10011291665
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A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
Bianchi, Carluccio; Carta, Alessandro; Fantazzini, Dean; … - 2009
leptokurtosis. We use our approach to forecast industrial production series in the core EMU countries and we provide evidence that …
Persistent link: https://www.econbiz.de/10010343909
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Structural filters for monetary analysis : the inflationary movements of money in the euro area
Bruggeman, Annick; Camba-Méndez, Gonzalo; Fischer, Björn - 2005
The quantity theory of money predicts a positive relationship between monetary growth and inflation over long-run horizons. However, in the short-run, transitory shocks to either money or inflation can obscure the inflationary signal stemming from money. The spectral analysis of time series...
Persistent link: https://www.econbiz.de/10003000766
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A copula-VAR-X approach for industrial production modelling and forecasting
Bianchi, Carluccio; Carta, Alessandro; Fantazzini, Dean; … - In: Applied economics 42 (2010) 25/27, pp. 3267-3277
Persistent link: https://www.econbiz.de/10008748842
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Do financial variables help forecasting inflation and real activity in the euro area?
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of monetary economics 50 (2003) 6, pp. 1243-1255
Persistent link: https://www.econbiz.de/10001799316
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Forecasting Industrial Production in the Euro Area
Bodo, Giorgio; Golinelli, Roberto; Parigi, Giuseppe - 2001
simple ARIMA models to more complex cointegrated VAR and conditional models, to forecast the index of industrial production …
Persistent link: https://www.econbiz.de/10014137906
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Do financial variables help forecasting inflation and real activity in the Euro Area?
Forni, Mario (contributor) - 2002
Persistent link: https://www.econbiz.de/10013423721
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Comparison of ARIMA, ETS, NNAR, TBATS and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy
Perone, Gaetano - In: The European journal of health economics 23 (2022) 6, pp. 917-940
Persistent link: https://www.econbiz.de/10013402043
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Comon trends and cycles in European industrial production : exchange rate regimes and economic convergence
Mills, Terence C.; Holmes, Mark J. - In: The Manchester School 67 (1999) 4, pp. 557-587
Persistent link: https://www.econbiz.de/10001422512
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The Stability of the Relation between the Stock Market and Macroeconomic Forces
Panetta, Fabio - 2003
This paper identifies the macroeconomic factors that influence Italian equity returns and tests the stability of their relation with securities returns. The relation between stock returns and the macroeconomic factors is found to be unstable: Not only are the factor loadings of individual...
Persistent link: https://www.econbiz.de/10014093968