Nowcasting GDP growth for small open economies with a mixed-frequency structural model
Year of publication: |
2019
|
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Authors: | Yau, Ruey ; Hueng, C. James |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 54.2019, 1, p. 177-198
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Subject: | DSGE model | Kalman filter | Mixed frequency | Nowcasting | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Kleine offene Volkswirtschaft | Small open economy | Dynamisches Gleichgewicht | Dynamic equilibrium | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Wirtschaftswachstum | Economic growth | Bruttoinlandsprodukt | Gross domestic product | DSGE-Modell | Frühindikator | Leading indicator | Wirtschaftsprognose | Economic forecast |
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