D'Agostino, Antonello; McQuinn, Kieran; Derry O’Brien - In: OECD Journal: Journal of Business Cycle Measurement and … 2012 (2012) 2, pp. 21-31
This paper presents a dynamic factor model that produces nowcasts and backcasts of Irish quarterly GDP using timely data from a panel dataset of 35 indicators. We apply a recently developed methodology, whereby numerous potentially useful indicator series for Irish GDP can be availed of in a...
