Euro Area Macro-economic nowcasting
Conventional and unconventional data for nowcasting and forecasting the European economy. Monthly time series by country for France, Germany, Italy and Spain. Each data set gathers country-specific traditional macro-economic series from statistical agencies, as well as big data alternative variables that can provide timely signals of economic developments. Examples of big data variables are text-based sentiment measures, indicators of media attention on economic topics or air quality indicators.
For details on the application of the data set for economic nowcasting, check out the work by Barbaglia et al., “Testing Big Data in a Big Crisis: Nowcasting under COVID-19” (March 25, 2022), Available at SSRN: https://ssrn.com/abstract=4066479.
BARBAGLIA Luca;
FRATTAROLO Lorenzo;
ONORANTE Luca;
TIOZZO PEZZOLI Luca;
2022-08-03
European Commission
JRC130376
https://publications.jrc.ec.europa.eu/repository/handle/JRC130376,
Additional supporting files
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