Papers by Katalin Bodnár
Papers by Katalin Bodnár
Monetary Policy European Central Bank Surveillance Division Magyar Nemzeti Bank Analysis Division Principal Economist
Source: ecb.europa.eu
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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 ...
European Central Bank Economics Statistics Division Programme Participant Econometric Modelling Division Euro Area Macroeconomic Developments Division Statistical Information Services Division
Source: ecb.europa.eu