Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Year of publication: |
2019
|
---|---|
Authors: | Cepni, Oguzhan ; Güney, Ethem ; Swanson, Norman R. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 2, p. 555-572
|
Subject: | Forecasting | Diffusion index | Dimension reduction methods | Emerging markets | Factor model | Variable selection | Schwellenländer | Emerging economies | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Wirtschaftsprognose | Economic forecast | Welt | World | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Bruttoinlandsprodukt | Gross domestic product | Frühindikator | Leading indicator | Wirtschaftsindikator | Economic indicator | Prognose | Forecast |
-
Forecasting Portuguese GDP with factor models : pre- and post-crisis evidence
Dias, Francisco C., (2015)
-
Real-time GDP forecasting for Japan : a dynamic factor model approach
Urasawa, Satoshi, (2014)
-
Delajara, Marcelo, (2016)
- More ...
-
Cepni, Oguzhan, (2019)
-
Cepni, Oguzhan, (2021)
-
Endogeneity of money supply : evidence from Turkey
Cepni, Oguzhan, (2017)
- More ...