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Article Dans Une Revue Economics Bulletin Année : 2010

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

Résumé

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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Dates et versions

halshs-00460472 , version 1 (03-03-2010)

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  • HAL Id : halshs-00460472 , version 1

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Dominique Guegan, Patrick Rakotomarolahy. A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques. Economics Bulletin, 2010, 30 (1), pp.508-518. ⟨halshs-00460472⟩
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