A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts
Year of publication: |
2006-03
|
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Authors: | Nieuwenhuyze, Christophe Van |
Institutions: | Nationale Bank van Belgiƫ/Banque national de Belqique (BNB) |
Subject: | Dynamic factor model | business cycle | leading indicators | forecasting | data reduction |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 80 39 pages |
Classification: | C33 - Models with Panel Data ; C43 - Index Numbers and Aggregation ; E32 - Business Fluctuations; Cycles ; E37 - Forecasting and Simulation |
Source: |
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Van Nieuwenhuyze, Christophe, (2006)
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Van Nieuwenhuyze, Christophe, (2006)
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Chow, Hwee Kwan, (2009)
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Do survey indicators let us see the business cycle ? A frequency decomposition
Dresse, Luc, (2008)
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Short-term forecasting of GDP using large datasets : a pseudo real-time forecast evaluation exercise
Barhoumi, K., (2007)
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Van Nieuwenhuyze, Christophe, (2005)
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