Nowcasting Quarterly GDP Dynamics in the Euro Area – The Role of Sentiment Indicators
The paper compares the most closely watched sentiment indicators with respect to their ability to nowcast quarterly GDP dynamics in the Euro Area and its biggest economies. We analyse cross-correlations and out-of-sample forecast errors generated from equations estimated by rolling regressions in fi...
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| Format: | Article |
| Language: | English |
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Lodz University Press
2014-07-01
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| Series: | Comparative Economic Research |
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| Online Access: | https://czasopisma.uni.lodz.pl/CER/article/view/7012 |