Autori: Ruocco, Anna , Pappalardo, Carmine , Rapacciuolo, Ciro
Titolo: IL NUOVO MODELLO ECONOMETRICO TRIMESTRALE DEL CSC PER L'ECONOMIA ITALIANA
Periodico: Centro Studi Confindustria. CSC Working Papers
Anno: 2007 - Fascicolo: 58 - Pagina iniziale: 1 - Pagina finale: 65

This paper develops a small-scale econometric model for performing short term forecasts of the Italian economy. The idea is to forecast quarterly GDP and its components from the demand side by means of a small set of business cycle indicators. The model focuses on real developments in the economy, i.e. on constant price variables, abstracting from price, financial and monetary developments. First, we use subsets of quantitative and qualitative indicators to foresee each elementary GDP component. Then, we progressively aggregate the various component forecasts, by means of the so-called bridge equations, finally getting a GDP forecast. A supply-side GDP forecast is also derived, to supplement information mainly gathered from the demand side. In its current version, made up of twenty estimated relations (VARs and single equations) the model forecasts GDP, consumption, investment, import and exports four quarters ahead.


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Testo completo: http://www.confindustria.it/Conf2004/gestMenu.nsf/menuWeb/88D98F8CEA8E0277C1256FC000539E8D?OpenDocument

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