2023
DOI: 10.1002/for.2958
|View full text |Cite
|
Sign up to set email alerts
|

Nowcasting the state of the Italian economy: The role of financial markets

Abstract: This paper compares several methods for constructing weekly nowcasts of recession probabilities in Italy, with a focus on the most recent period of the Covid‐19 pandemic. The common thread of these methods is that they use, in different ways, the information content provided by financial market data. In particular, a battery of probit models are estimated after extracting information from a large dataset of more than 130 financial market variables observed at a weekly frequency. The accuracy of these models is… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Year Published

2024
2024
2024
2024

Publication Types

Select...
5

Relationship

0
5

Authors

Journals

citations
Cited by 11 publications
references
References 86 publications
0
0
0
Order By: Relevance