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| HAL : halshs-00461711, version 1 |
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| A short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques |
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| Dominique Guegan 1, 2Patrick Rakotomarolahy 1 |
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| (01/2010) |
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| 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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| 1 : | Centre d'économie de la Sorbonne (CES) |
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CNRS : UMR8174 – Université Paris I - Panthéon Sorbonne |
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| 2 : | Ecole d'Économie de Paris - Paris School of Economics (EEP-PSE) |
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Ecole d'Économie de Paris |
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| Axe Finance |
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| Discipline | : | Sciences de l'Homme et Société/Economie et finances Sciences de l'Homme et Société/Gestion et management Sciences de l'Homme et Société/Méthodes et statistiques Mathématiques/Probabilités Mathématiques/Statistiques Statistiques/Théorie |
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| k-nearest neighbors method – radial basis function method – non-parametric – forecasts – GDP – Euro-area. |
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| Liste des fichiers attachés à ce document : | |||||
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| halshs-00461711, version 1 | |
| http://halshs.archives-ouvertes.fr/halshs-00461711 | |
| oai:halshs.archives-ouvertes.fr:halshs-00461711 | |
| Contributeur : Lucie Label | |
| Soumis le : Vendredi 5 Mars 2010, 14:40:59 | |
| Dernière modification le : Lundi 8 Mars 2010, 15:11:47 | |
