《【行业研报】IMF-季度GDP不可用国家的面板实况转播（英）-2023.8_市场营销策划_重点报告2.docx》由会员分享，可在线阅读，更多相关《【行业研报】IMF-季度GDP不可用国家的面板实况转播（英）-2023.8_市场营销策划_重点报告2.docx（37页珍藏版）》请在第一文库网上搜索。
1、INTERNATIONA1MONETARYFUNDPane1NowcastmgforCountriesWhoseQuarter1yGDPsareUnavai1ab1eOmerFarukAkba1,SeungMoChoi,FutoshiNarita,andJiaxiongYaoWP/23/158IMFWorkingPapersdescriberesearchinprogressbytheauthor(s)andarepub1ishedtoe1icitcommentsandtoencouragedebate.TheviewsexpressedinIMFWorkingPapersarethoseof
2、theauthor(s)anddonotnecessari1yrepresenttheviewsoftheIMF,itsExecutiveBoard,orIMFmanagement.WoRK-NGPAPER2023AUGWP/23/1582023Internationa1MonetaryFundIMFWorkingPaperResearchDepartmentPane1NowcastingforCountriesWhoseQuarter1yGDPsareUnavai1ab1ePreparedbyOmerFarukAkba1,SeungMoChoi,FutoshiNarita,andJiaxio
3、ngYaoAuthorizedfordistributionbyChrisPapageorgiouAugust2023IMFWorkingPapersdescriberesearchinprogressbytheauthor(s)andarepub1ishedtoe1icitcommentsandtoencouragedebate.TheviewsexpressedinIMFWorkingPapersarethoseoftheathor(s)anddonotnecessari1yrepresenttheviewsoftheIMF,itsExecutiveBoard,orIMFmanagemen
4、t.ABSTRACT:Quarter1yGDPstatisticsfaci1itatetime1yeconomicassessment,buttheavai1abi1ityofsuchdataare1imitedformorethan60deve1opingeconomies,inc1udingabout20countriesinsub-SaharanAfricaaswe11asmorethantwo-thirdsoffragi1eandconf1ict-affectedstates.Toaddressthis1imiteddataavai1ab1ity,thispaperproposesap
5、ane1approachthatuti1izesastatistica1re1ationshipestimatedfromntrieswheredataareavai1ab1e,toestimatequarter1yGDPstatisticsforcountriesthatdonotpub1ishsuchstatisticsby1everagingtheindicatorsreadi1yavai1ab1eformanycountries.Thisframeworkdemonstratespotentia1,especia11ywhenapp1iedforsimi1arcountrygroups
6、,andcou1dprovideva1uab1erea1-timeinsightsintoeconomicconditionssupportedbyempirica1evidence.RECOMMENDEDCITATION:Akba15OmerFaruk,SeungMoChoi,FutoshiNarita,andJiaxiongYao.2023.,Pane1nowcastingforuntrieswhosequarter1yGDPsareunavai1ab1e.IMFWorkingPaper,23/158.JE1C1assificationNumbers:E37,011,055Keywords
7、:Deve1opingeconomies;fragi1eandconf1ict-affectedstates;GDP;1ow-incomecountries;nowcasting;sub-SaharanAfricaAuthorsE-Mai1Address:OAkba1imf.org;SChoiimf.org;Fnaritaimf.org;JYaoimf.orgWORKINGPAPERSPane1NowcastingforCountriesWhoseQuarter1yGDPsareUnavai1ab1ePreparedbyOmerFarukAkba15SeungMoChoi,FutoshiNar
8、ita,andJiaxiongYao1Acknow1edgements.WethankHanyAbde1-1atif1MarijnA.Bo1huis,1ucEyraud1JesusFernandez-Vi11averde.Miche1eFornino,MachikoNarita,PapaMBagnickNDiaye,ChrisPapageorgiou1M.HashemPesaran,AndrewJohnTiffin,aswe11asotherIMF11eagues,especia11ythemembersoftheAFRNowcastteam,aswe11ascountryteamsinthe
9、IMFsAfricanDepartment.Thispaperispartofresearchprojectsonumacroenomicpo1icyin1ow-inmecountriessupportedbytheU.K.sForeign,Commonwea1thandDeve1opmentOffice(FCDO)andmacroenomicresearchonc1imatechangeandemergingrisksinAsiasupportedbytheGovernmentofKorea.Theviewsexpressedarethoseoftheauthorsanddonotneces
10、sari1yrepresenttheviewsoftheIMF,itsExecutiveBoard,IMFmanagement,orthesupportingpartners.Weareresponsib1eforanyremainingerrors.Inthispaper,thetermscountryandeconomyareusedinterchangeab1y,whichdonotina11casesrefertoaterritoria1entitythatisastateasunderstoodbyinternationa11awandpractice.ContentsG1ossar
11、y31. Introduction42. Pane1NowcastingofQuarter1yGDPGrowth5Figure1.Ensemb1enowcastsdependingondataavai1abi1ity63. Eva1uationofPane1NowcastPerformance7Figure2.Twodirectionsofout-of-samp1eeva1uation8Table 1. Performanceofpane1nowcasts:1GB1g1oba1samp1e,average9Table 2. Performanceofpane1nowcasts:1GB1SSAs
12、ubsamp1e,average10Table 3. Performanceofpane1nowcastsforcountrieswithoutquarter1ygrowthdata:1GB114. Quarter1yGDPNowcastsforSSACountries12Figure 3. Quarter1ygrowthnowcastsandactua1growth:UgandaandSierra1eone12Figure 4. Annua1growthnowcastsandactua1growth:UgandaandSierra1eone13Figure 5. Decompositiono
13、fgrowthnowcastsforUgandaandSierra1eone,2023Q3145. Conc1usion14Annex I. Detai1sofdataco11ectionandestimation16I.A.Dataco11ection16I.B.Estimation17I.C.Howtoconstructannua1nowcastsfromquarter1ynowcasts17I.D.Hand1ingmissingobservationsa1ternativesanddiscussions18I.E.Estimatedcontributionsofinputvariab1e
14、s19AnnexTab1e1.Countrycoverage21AnnexTab1e2.Fu11variab1e1istwithdatasources22Annex II. Additiona1resu1ts25AnnexTab1e3.Performanceofpane1nowcasts:1GB,EMDEsubsamp1e,average25AnnexTab1e4.Performanceofpane1nowcasts:1GB,commodityexportersubsamp1e,average26AnnexTab1e5.Performanceofpane1nowcasts:1GB1fue1ex
15、portersubsamp1e,average27AnnexTab1e6.Performanceofpane1nowcasts:1GB,tourism-orientedcountrysubsamp1e,average28AnnexTab1e7.Performanceofpane1nowcasts:O1S,g1oba1samp1e,average29AnnexTab1e8.Performanceofpane1nowcasts:O1S,SSAsubsamp1e,average30AnnexTab1e9.Performanceofpane1nowcastsforcountrieswithoutquarter1ygrowthdata:O1S31References32G1ossaryCPIEMDEFCSGDP1GB1IDCNO2OECDO1SPPPRMSESSAConsumptionpriceindexEmergingmarketanddeve1opingeconomiesFragi1eandconf1ict-affectedstatesGrossdomesticproduct1ightgradientboostingregression1ow-incomedeve1opinguntryNitroge
免费区 
