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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

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

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

Structural Filters for Monetary Analysis : The Inflationary Movements of Money in the Euro Area

Bruggeman, Annick; Camba-Méndez, Gonzalo; Fischer, Björn - 2021

Persistent link: https://www.econbiz.de/10013318632

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

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

Do financial variables help forecasting inflation and real activity in the Euro Area?

Forni, Mario (contributor) - 2002

Persistent link: https://www.econbiz.de/10013423721

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

MIDAS versus mixed-frequency VAR : nowcasting GDP in the euro area

Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009

This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model speci.cation in the presence of mixed-frequency data, e.g., monthly and quarterly series. MIDAS leads to parsimonious models based on exponential lag polynomials for the coeØ cients, whereas...

Persistent link: https://www.econbiz.de/10003815492

Trend-cycle decomposition of output and euro area inflation forecasts : a real-time approach based on model combination

Guérin, Pierre; Maurin, Laurent; Mohr, Matthias - In: Macroeconomic dynamics 19 (2015) 2, pp. 363-393

Persistent link: https://www.econbiz.de/10011308645