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 |
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