English, Article, Journal or magazine article edition: Ñ-STING: España Short Term INdicator of Growth Maximo Camacho; Gabriel Perez-Quiros

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Bookmark: http://trove.nla.gov.au/version/3931
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Ñ-STING: España Short Term INdicator of Growth
Author
  • Maximo Camacho
  • Gabriel Perez-Quiros
Physical Description
  • preprint
Notes
  • We develop a dynamic factor model to compute short term forecasts of the Spanish GDP growth in real time. With this model, we compute a business cycle index which works well as an indicator of the business cycle conditions in Spain. To examine its real time forecasting accuracy, we use real-time data vintages from 2008.02 through 2009.01. We conclude that the model exhibits good forecasting performance in anticipating the recent and sudden downturn.
  • Business Cycles, Output Growth, Time Series
  • RePEc:bde:wpaper:0912
Language
  • English
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