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http://hdl.handle.net/1765/6940
series: EI 2005-32

Real time estimates of GDP growth, based on two-regime models


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This paper builds on De Groot and Franses (2005) (Econometric Institute Report 2005-01). It modifies the EICIE, the Econometric Institute Current Indicator of the Economy, by allowing for two regimes. These regimes are marked by positive or negative annual growth in the staffing services data. Real time estimates of GDP growth for 2005 quarters 1 and 2, using this non-linear model, have been published in a Dutch language article in the ESB of April 22 2005 and of July 15 2005.



Keywords


Automatically Extracted Terms
  • log gdpt
  • model
  • log st
  • growth
  • log gdpt -3
  • log gdpt -4
  • log gdp t
  • log gdpt +1
  • forecast
  • quarter
  • log gdpt -2
  • growth rates
  • eicie indicator
  • n lf 2
  • indicator
  • franse
  • -0.316 log st
  • eicie
  • university
  • period


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