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Regional output growth in the United Kingdom : more timely and higher frequency estimates from 1970
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Koop, Gary, McIntyre, Stuart, Mitchell, James and Poon, Aubrey (2020) Regional output growth in the United Kingdom : more timely and higher frequency estimates from 1970. Journal of Applied Econometrics, 35 (2). pp. 176-197. doi:10.1002/jae.2748 ISSN 0883-7252.
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Official URL: https://doi.org/10.1002/jae.2748
Abstract
Output growth estimates for the regions of the UK are currently published at the 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 www.escoe.ac.uk/regionalnowcasting) more timely regional growth estimates. We illustrate how the new quarterly data can contribute to our historical understanding of business cycle dynamics and connectedness between regions.
| Item Type: | Journal Article | ||||||||
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| Divisions: | Faculty of Social Sciences > Warwick Business School > Finance Group Faculty of Social Sciences > Warwick Business School > Global Energy Faculty of Social Sciences > Warwick Business School |
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| Journal or Publication Title: | Journal of Applied Econometrics | ||||||||
| Publisher: | Wiley-Blackwell Publishing, Inc | ||||||||
| ISSN: | 0883-7252 | ||||||||
| Official Date: | March 2020 | ||||||||
| Dates: |
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| Volume: | 35 | ||||||||
| Number: | 2 | ||||||||
| Page Range: | pp. 176-197 | ||||||||
| DOI: | 10.1002/jae.2748 | ||||||||
| Status: | Peer Reviewed | ||||||||
| Publication Status: | Published | ||||||||
| Reuse Statement (publisher, data, author rights): | This is the peer reviewed version of the following article:Koop, G, McIntyre, S, Mitchell, J, Poon, A. Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates From 1970. J Appl Econ. 2019, which has been published in final form at https://doi.org/10.1002/jae.2748. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions. | ||||||||
| Access rights to Published version: | Restricted or Subscription Access | ||||||||
| Date of first compliant deposit: | 17 December 2019 | ||||||||
| Date of first compliant Open Access: | 17 December 2021 | ||||||||
| Related URLs: |
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