Nowcasting global economic growth: A factor-augmented mixed-frequency approach
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- Laurent Ferrara & Clément Marsilli, 2019. "Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach," The World Economy, Wiley Blackwell, vol. 42(3), pages 846-875, March.
- Laurent Ferrara & Clément Marsilli, 2019. "Nowcasting global economic growth: A factor-augmented mixed-frequency approach," Post-Print hal-01636761, HAL.
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Citations
Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Guest Contribution: “Nowcasting Global GDP Growth”
by Menzie Chinn in Econbrowser on 2015-03-12 09:56:18
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- Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
- Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
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More about this item
Keywords
Global growth; Nowcasting; Factor-Augmented MIDAS.;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2014-11-22 (Macroeconomics)
Statistics
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