Bridge models to forecast the euro area GDP
By A. Baffigi, R. Golinelli, G. Parigi. 2004
373 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/11f80a8fc1a6156c96ef35c65f4df8a75c663964
How researchers see this paper
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In Economics and Econometrics
- Massimiliano Marcellino
- Claudia Foroni
- Domenico Giannone
- L. Reichlin
- Mark W. Watson
- James H. Stock
- Pierre Guérin
- Andrew T. Foerster
Citations in the corpus
- Nowcasting: the real time informational content of macroeconomic data releases (2008, background): “For example, see Baffigi et al. (2004), Runstler and Sédillot (2003), Kitchen and Monaco (2003).”
- Now-Casting and the Real-time Data Flow (2013, neutral): “Until recently, the approach used in, for example, policy institutions to obtain an early estimate of GDP was based on judgement combined with simple models often called “bridge equations” (see Baffigi, Golinelli, and Parigi, 2004).”
- A Survey of Econometric Methods for Mixed-Frequency Data (2013, methodology): “One of the early econometric approaches in the presence of mixed-frequency data relies on the use of bridge equations, see e.g. Baffi gi, Golinelli, Parigi (2004) and Diron (2008).”
- Nowcasting GDP in Real Time: A Density Combination Approach (2014, positive): “More precisely, we extend the use of bridge equation models, as in Baffigi, Golinelli, and Parigi (2004) and Angelini et al. (2011), FMs, as in Giannone, Reichlin, and Small (2008), and MF-VAR models, as in Kuzin, Marcellino, and Schumacher (2011), to produce density nowcasts for a wide range of…”