literature to analyse the real convergence, on the dynamics of GDP per capita expressed in case of EU by PPS (Purchasing Power … country or group of countries the dynamics of the ratio between the individual level of GDP per capita and the average EU GDP … per capita. Thus we evaluate how the position of a country it was changed relative to the average level in EU of GDP per …

This paper presents a framework for quantifying uncertainty around point forecasts for GDP, inflation and house prices …

, TARCH, NARCH, APARCH, EGARCH) to analyze quarterly time series of GDP and Government Consumption Expenditures & Gross … Literature, Limitations and Future Research, Gretl Scripts]. Additionally, I discovered a unique interaction between GDP and …, GDP responded positively and very significantly (0.00248) to GCEGI, while GCEGI reacted positively but not too …

The paper provides probability estimates of the state of the GDP growth. A regime-switching model defines the … probability of the Greek GDP being in boom or recession. Then probit models extract the predictive information of a set of … explanatory (economic and financial) variables regarding the state of the GDP growth. A contemporaneous, as well as a lagged …

Using quarterly data for the Federal Republic of Germany, we generate four-quarter-ahead forecasts for real GDP growth … 1992. Thus, there are other measures of monetary policy which predict real GDP growth better than the spread. On the other …

Common sense tells that historical data are more informative for the estimation of today's nowcasting models when … observed in a similar economic state as today. We operationalise this intuition by proposing a state-based weighted estimation … procedure of GDP nowcasting models, in which observations are weighted based on the similarity with the current economic state …