Arbeitspapier

Are GDP revisions predictable? Evidence for Switzerland

This study presents a model that delivers more accurate forecasts of the revised rather initial estimates of the quarterly GDP growth rate in Switzerland during the period of the recent financial crisis. The key explanation to our findings is that our model, capitalizing on the information contained in the Business Tendency Surveys, is able to predict future revisions of the initial estimates. Our findings imply that there seems to be a scope for improvement of how preliminary estimates of the quarterly GDP growth rate are produced in Switzerland.

Sprache
Englisch

Erschienen in
Series: KOF Working Papers ; No. 281

Klassifikation
Wirtschaft
Forecasting Models; Simulation Methods
Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Applications
Thema
GDP revisions
forecasting
mixed-frequency data
factor model

Ereignis
Geistige Schöpfung
(wer)
Siliverstovs, Boriss
Ereignis
Veröffentlichung
(wer)
ETH Zurich, KOF Swiss Economic Institute
(wo)
Zurich
(wann)
2011

DOI
doi:10.3929/ethz-a-006499473
Handle
Letzte Aktualisierung
10.03.2025, 11:41 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Siliverstovs, Boriss
  • ETH Zurich, KOF Swiss Economic Institute

Entstanden

  • 2011

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