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Papers by Marta Bańbura

Abstract
We derive forecast weights and uncertainty measures for assessing the role of individual series in a dynamic factor model (DFM) to forecast euro area GDP from monthly indicators. The use of the Kalman filter allows us to deal with publication lags when calculating the above measures. We find that surveys and financial data contain important information beyond the monthly real activity measures for the GDP forecasts. However, this is discovered only, if their more timely publication is properly taken into account. Differences in publication lags play a very important role and should be considered in forecast evaluation.
JEL Code ....

European Central Bank , Economics Statistics Division , Programme Participant , Econometric Modelling Division , Euro Area Macroeconomic Developments Division , Statistical Information Services Division , Research Analyst , Policy Modelling Division , Directorate General Economics , European Central , Demand Division , Area Macroeconomic Developments Division , Modelling Division , Directorate General Research , Information Services Division , Directorate General Statistics , Area Accounts , ஐரோப்பிய மைய வங்கி , பொருளாதாரம் புள்ளிவிவரங்கள் பிரிவு , ப்ரோக்ராம் பங்கேற்பாளராக , ஆராய்ச்சி ஆய்வாளர் , இயக்குநரகம் ஜநரல் பொருளாதாரம் , ஐரோப்பிய மைய , தேவை பிரிவு , இயக்குநரகம் ஜநரல் ஆராய்ச்சி , தகவல் சேவைகள் பிரிவு ,

Fahrbahnsanierung in Neuenbürg: Strecke vier Wochen gesperrt - Region

Fahrbahnsanierung in Neuenbürg: Strecke vier Wochen gesperrt - Region
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