Real-time forecasts of economic activity for Latin American economies

C-Tier
Journal: Economic Modeling
Year: 2012
Volume: 29
Issue: 4
Pages: 1090-1098

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Macroeconomic policy decisions in real-time are based on the assessment of current and future economic conditions. Crucially, these assessments are made difficult by the presence of incomplete and noisy data. The problem is more acute for emerging market economies, where most economic data are released infrequently with a (sometimes substantial) lag. This paper evaluates nowcasts and forecasts of real GDP growth using five models for ten Latin American countries. The results indicate the flow of monthly data helps to improve forecast accuracy, and the dynamic factor model consistently produces more accurate nowcasts and forecasts relative to other model specifications, across most of the countries we consider.

Technical Details

RePEc Handle
repec:eee:ecmode:v:29:y:2012:i:4:p:1090-1098
Journal Field
General
Author Count
3
Added to Database
2026-01-25