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美国月度国内生产总值的协调估计AI 解读

In the United States, income and expenditure-side estimates of gross domestic product (GDP) (GDPI and GDPE) measure “true” GDP with error and are available at a quarterly frequency. Methods exist for using these proxies to produce reconciled quarterly estimates of true GDP. In this paper, we extend these methods to provide reconciled historical true GDP estimates at a monthly frequency. We do this using a Bayesian mixed frequency vector autoregression (MF-VAR) involving…

英国区域产出增长：始于1970年、更及时且频率更高的估计AI 解读

Summary Output growth estimates for regions of the UK are currently published at an annual frequency only, released with a long delay, and offer limited historical coverage. To improve the regional database this paper develops a mixed‐frequency multivariate model and uses it to produce consistent estimates of quarterly regional output growth dating back to 1970. We describe how these estimates are updated and evaluated on an ongoing, quarterly basis to publish online (at…