利用财务状况指数预测欧盟经济活动

ERN: Other Econometrics: Applied Econometric Modeling in Forecasting (Topic) Pub Date : 2014-06-01 DOI:10.2139/SSRN.2444416

G. Kapetanios, Massimiliano Marcellino, Fotis Papailias

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引用次数: 3

摘要

本文研究了金融状况指数(fci)在预测欧盟经济体四个关键宏观经济变量方面的表现。一系列精心挑选的金融指标包括利率和价差、股票市场指标和宏观经济数量。结果表明，fci在预测GDP增长、消费增长、工业生产增长和失业率方面特别有用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Forecasting EU Economic Activity Using Financial Condition Indexes

This paper investigates the performance of Financial Condition Indexes (FCIs) in forecasting four key macroeconomic variables of EU economies. A wide range of carefully selected financial indicators include Rates and Spreads, Stock Market Indicators and Macroeconomic Quantities. The results provide evidence that FCIs are particularly useful in forecasting GDP growth, Consumption growth, Industrial Production growth and the Unemployment Rate.

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ERN: Other Econometrics: Applied Econometric Modeling in Forecasting (Topic)

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