New methods for timely estimates: Nowcasting euro area GDP growth using quantile regression — 2020 edition - Products Statistical working papers

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null New methods for timely estimates: Nowcasting euro area GDP growth using quantile regression — 2020 edition

In this paper we are discussing the possibility of using quantile regression models to provide nowcasting and short-term forecasts for macroeconomic variables. The method is then applied to produce density nowcasting of euro area and GDP comparing them with the results obtained by using a combination density approach.

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Release date: 20/05/2020

Additional information

Product Code: KS-TC-20-004
ISBN: 978-92-76-16865-2
ISSN: 2315-0807
Digital Object Identifier (DOI): 10.2785/26603
Theme: General and regional statistics
Collection: Statistical working papers