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    The Euro-Sting revisited: PMI versus ESI to obtain euro area GDP forecasts

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    Published on Tuesday, June 14, 2011 | Updated on Monday, May 19, 2014

    The Euro-Sting revisited: PMI versus ESI to obtain euro area GDP forecasts

    Summary

    This paper uses an extension of the Euro-Sting single-index dynamic factor model to construct short-term forecasts of quarterly GDP growth for the euro area.

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    Authors

    Máximo Camacho Murcia University - External partner
    Agustín García BBVA Research - Lead Economist

    Documents and files

    Abstract (PDF)

    Abstract

    English - June 14, 2011

    Report (PDF)

    WP_1120_tcm348-260444

    English - June 14, 2011

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