Spain nowcasting
收藏资源简介:
Monthly data set of conventional and uncoventional variables for economic nowcasting in Spain. The variables are aggregated monthly by averaging the latest available value at the time of the data update. The 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” (2022), International Journal of Forecasting.
用于西班牙经济现在预测(economic nowcasting)的常规与非常规变量月度数据集。该数据集通过在数据更新时刻取最新可用值的算术平均值,完成变量的月度聚合。数据集收录了来自各国统计机构的西班牙国别传统宏观经济序列,以及能够及时反映经济运行态势的大数据替代变量。大数据变量的示例包括基于文本的情感测度指标、经济话题媒体关注度指标以及空气质量指标。若需了解该数据集用于经济现在预测的详细应用方法,可参阅Barbaglia等人2022年发表于《国际预测期刊》(International Journal of Forecasting)的论文《大危机中的大数据检验:新冠疫情下的现在预测》(Testing Big Data in a Big Crisis: Nowcasting under COVID-19)。



