论文标题
使用每月数据的葡萄牙GDP现成
Nowcasting the Portuguese GDP with Monthly Data
论文作者
论文摘要
在本文中，我们提出了一种预测本季度葡萄牙国内生产总值（GDP）的方法。它将实际GDP的桥式方程式结合在随时可用的每月数据上，例如经济情绪指标（ESI），工业生产指数，水泥销售或进口和进口，以及对著名的Hodrick和Prescott（HP）过滤器计算的锯齿状缺失价值的预测。如图所示，这种简单的多元方法可以执行和目标扩散指数（TDI）模型，并且就样本外平均误差而言，略高于单变量THETA方法。
In this article, we present a method to forecast the Portuguese gross domestic product (GDP) in each current quarter (nowcasting). It combines bridge equations of the real GDP on readily available monthly data like the Economic Sentiment Indicator (ESI), industrial production index, cement sales or exports and imports, with forecasts for the jagged missing values computed with the well-known Hodrick and Prescott (HP) filter. As shown, this simple multivariate approach can perform as well as a Targeted Diffusion Index (TDI) model and slightly better than the univariate Theta method in terms of out-of-sample mean errors.
