Predictive Performance of Real Time (Faster) Indicators Code and User Guides:
User Guide RQ2; Code and Data
User Guide RQ2-3, Monthly Indicators; Code and Data
User Guide RQ2-3, Weekly Indicators; Code and Data
(To access the code and data email info@escoe.ac.uk for sharing permissions)
Kapetanios, G. and Papailias, F. “Nowcasting with Backcalculated Short Time Series Simulations & Empirical Evidence” ESCoE Discussion Paper Series, ESCoE DP 2023-08
Kapetanios, G. and Papailias, F. “Nowcasting with Backcalculated Short Time Series Simulations & Empirical Evidence” Economic Statistics Centre of Excellence: The Next Five Years, poster exhibition, 12 December 2022, One Birdcage Walk, London.
Kapetanios, G. and Papailias, F. (2022) “A Quality Assessment Framework for Maintaining & Publishing New Indicators” ESCoE Technical Report Series, ESCoE TR-18
Kapetanios, G. and Papailias, F. (2022) “An Evaluation Framework for Targeted Indicators Aggregates vs. Disaggregates” ESCoE Technical Report Series, ESCoE TR-17
Kapetanios, G. and Papailias, F. (2022) “Real Time Indicators During the COVID-19 Pandemic Individual Predictors & Selection” ESCoE Technical Report Series, ESCoE TR-15
Kapetanios, G. and Papailias, F. (2021) ‘Investigating the predictive ability of ONS big data-based indicators’ Journal of Forecasting, 2021 1-7, John Wiley & Sons Ltd DOI: 10.1002/for.2805
Kapetanios, G. and Papailias, F. (2021) “UK Economic Conditions during the Pandemic: Assessing the Economy using ONS Faster Indicators” ESCoE Discussion Paper Series, ESCoE DP 2021-10
Kapetanios, G. and Papailias, F. “COVID-19: Assessing the UK economy using ONS faster indicators” ESCoE Blog, 10 August 2021
Kapetanios, G. “UK Economic Conditions During the Pandemic: Assessing the Economy Using ONS Faster Indicators” Data After COVID-19 conference, BEIS, ONS, NIESR and ESCoE, Online 6 July 2021 (recording at 20:40)
Galvão, A., & Lopresto, M. (2020). ‘Real-Time Probabilistic Nowcasts of UK Quarterly GDP Growth Using a Mixed-Frequency Bottom-Up Approach.’ National Institute Economic Review, 254, R1-R11. doi:10.1017/nie.2020.37
Galvão, A. and Kara, A. (2020) “The Impact of GDP Data Revisions on Identifying and Predicting UK Recessions” ESCoE Discussion Paper Series, ESCoE DP 2020-12
Galvão, A. “UK Recessions and Expansions Phases and GDP Data Revisions” ESCoE Blog, 10 July 2020
Galvão, A. and Lopresto, M. (2020) “Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth Using a Mixed-frequency Bottom-up Approach” ESCoE Discussion Paper Series, ESCoE DP 2020-06
Galvão, A. “Nowcasting Quarterly GDP Growth in the UK” ESCoE Blog, 1 May 2020
Lenoël, C., Young, G. (2020) “Real-time turning point indicators: Review of current international practices” ONS Economic Review, Apr 2020, Office for National Statistics
Lenoël, C., Young, G. (2020) “Real-time Turning Point Indicators: Review of Current International Practices” ESCoE Discussion Paper Series, ESCoE DP 2020-05
Lenoël, C., Young, G. “Real-time turning point indicators” ESCoE Blog, 27 April 2020
Papailias, F. “Investigating the Predictive Ability of ONS Faster Indicators of UK Economic Activity” ESCoE Research Seminar 10 March 2020
Kapetanios, G. and Papailias, F. (2018) “Big Data & Macroeconomic Nowcasting: Methodological Review” ESCoE Discussion Paper Series, ESCoE DP 2018-12
Petrella, I “Inflation Dynamics and Price Flexibility in the UK” ESCoE Research Seminar, 29 May 2018