Using Business Surveys for Calibration: Some New Results (notice n° 468327)

détails MARC
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Personal name Dubois, Éric
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245 00 - TITLE STATEMENT
Title Using Business Surveys for Calibration: Some New Results
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Date of publication, distribution, etc. 2006.<br/>
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General note 3
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Summary, etc. The authors propose two methodological improvements in calibration, i.e., the econometric relationships between qualitative data from business surveys and quantified macroeconomic data. The first consists in estimating different calibrations for each month in the quarter, in order to make the best statistical use of the information available when each monthly survey is published. The second consists in implementing a more “systematic” estimation method based on an algorithm recently presented by Krolzig and Hendry. The latter allows an “automatic” reproduction of the London School of Economics econometric methodology. The results obtained empirically validate the theoretical contribution of both methods.
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Topical term or geographic name as entry element forecasting accuracy
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Topical term or geographic name as entry element model selection
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Topical term or geographic name as entry element forecasting
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Topical term or geographic name as entry element econometric methodology
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Topical term or geographic name as entry element business surveys
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Personal name Michaux, Emmanuel
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Note Economie & prévision | o 172 | 1 | 2006-03-01 | p. 11-28 | 0249-4744
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Uniform Resource Identifier <a href="https://shs.cairn.info/journal-economie-et-prevision-1-2006-1-page-11?lang=en&redirect-ssocas=7080">https://shs.cairn.info/journal-economie-et-prevision-1-2006-1-page-11?lang=en&redirect-ssocas=7080</a>

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