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1 janvier 2020
- ISIDORE Id: 10670/1.fb1a9e...
- hal: hal-03403073
- SCIENCESPO: 2441/4bhjotvnvo9308hhu8rqo497o9
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info:eu-repo/semantics/altIdentifier/hdl/2441/4bhjotvnvo9308hhu8rqo497o9
info:eu-repo/semantics/OpenAccess
Mots-clés
Gross domestic product National accounts Revision analysis C - Mathematical and Quantitative Methods/C.C2 - Single Equation Models • Single Variables/C.C2.C23 - Panel Data Models • Spatio-temporal Models C - Mathematical and Quantitative Methods/C.C5 - Econometric Modeling/C.C5.C53 - Forecasting and Prediction Methods • Simulation Methods C - Mathematical and Quantitative Methods/C.C8 - Data Collection and Data Estimation Methodology • Computer Programs/C.C8.C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data • Data AccessSujets proches
GDP Domestic product, GrossCiter ce document
Bruno Ducoudre et al., « The state-dependence of output revisions », HAL SHS (Sciences de l’Homme et de la Société), ID : 10670/1.fb1a9e...
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Résumé
This paper investigates whether economic activity dynamics predict GDP revisions using panel data from 15 OECD countries. We find that economic activity predicts GDP revisions: early releases tend to overestimate GDP growth during slowdowns –and vice-versa. We also find that the source of the predictability could be related to the sampling of information collection. Finally, the predictability comes from short-term economic activity dynamics rather than business cycle position.
