A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques

被引：0
|
作者：
Guegan, Dominique [1 ]
Rakotomarolahy, Patrick [2 ]
机构：
[1] Univ Paris1 Pantheon Sorbonne, PES CES MSE, Paris, France
[2] Univ Paris1 Pantheon Sorbonne, CES MSE, Paris, France
来源：
ECONOMICS BULLETIN | 2010年 / 30卷 / 01期
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中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The aim of this paper is to introduce a new methodology to forecast the monthly economic indicators used in the Gross Domestic Product (GDP) modelling in order to improve the forecasting accuracy. Our approach is based on multivariate k-nearest neighbors method and radial basis function method for which we provide new theoretical results. We apply these two methods to compute the quarter GDP on the Euro-zone, comparing our approach, with GDP obtained when we estimate the monthly indicators with a linear model, which is often used as a benchmark.
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页码：508 / 518
页数：11
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