通过整合初步劳动力市场数据估算当前季度国民生产总值

Estimation of Current-Quarter Gross National Product by Pooling Preliminary Labor-Market Data

Journal of Business & Economic Statistics · 1990
被引 54
人大 AABS 4

中文导读

开发了两种利用劳动力市场数据作为同期国民生产总值(GNP)指标的方法,并比较了使用初步数据与最终数据对预测精度和整合权重的影响。

Abstract

Two methods of using labor-market data as indicators of contemporaneous gross national product (GNP) are developed. The establishment survey data are used by inverting a partial-adjustment equation for hours. A second GNP forecast can be extracted from the household survey by using Okun's law. Using preliminary rather than final data adds about .2 to .4 percentage point to the expected value of the root mean squared errors and changes the weights that the pooling procedure assigns to the two forecasts. The use of preliminary rather than final data results in a procedure that assigns more importance to the Okun's-law forecast.

当期GNP估计劳动力市场数据奥肯定律数据池化