Publicação
GDP short term forecasting models using coincident indicators
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | |
| dc.contributor.advisor | Nunes, Luís Catela | |
| dc.contributor.author | Pereira, Elias da Veiga | |
| dc.date.accessioned | 2026-08-11T11:50:27Z | |
| dc.date.available | 2026-08-11T11:50:27Z | |
| dc.date.issued | 2008-01 | |
| dc.date.submitted | 2008-01 | |
| dc.description | A Work Project, presented as part as the requirements for the Award of a Masters Degree in Economics from the Nova School in Business and Economics | |
| dc.description.abstract | The purposes of the present work is investigating the different types of short-term forecasting models used by several institutions and explore empirically how monthly dynamic factor model can be used to forecast economic activity on a quarterly basis. We find two main finding: (i) is that, to forecast quarterly GDP, there is an advantage in using as indicator the unobserved monthly series underling in this quarterly variable, (ii) is that forecasting this quarterly variable, using TRAMO-SEATS methodology present advantages relatives other candidates models. Finally we find that dynamic factor model, may not yields a better forecast than other models. | eng |
| dc.identifier.uri | http://hdl.handle.net/10362/205176 | |
| dc.language.iso | eng | |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | |
| dc.subject | economic cycles | |
| dc.subject | economic activity | |
| dc.subject | leading indicator | |
| dc.subject | coincident indicator | |
| dc.subject | lagging indicator | |
| dc.subject | principal components | |
| dc.subject | dynamic factor mode | |
| dc.title | GDP short term forecasting models using coincident indicators | eng |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| thesis.degree.name | Mestrado em Economia |
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