Search Results - subject:"Turning Point Analysis"

Constructing a coincident economic indicator for India : how well does it track gross domestic product?

Bhadury, Soumya; Ghosh, Saurabh; Kumar, Pankaj - In: Asian development review : studies of Asian and pacific … 38 (2021) 2, pp. 237-277

In India, the first official estimate of quarterly gross domestic product (GDP) is released approximately 7-8 weeks after the end of the reference quarter. To provide an early estimate of current quarter GDP growth, we construct Coincident Economic Indicators for India (CEIIs) using a...

Persistent link: https://www.econbiz.de/10013329304

Nowcasting Indian GDP growth using a dynamic factor model

Bhadury, Soumya; Ghosh, Saurabh; Kumar, Pankaj - 2020

Persistent link: https://www.econbiz.de/10012272007

Financial and economic downturns in OECD countries

Haavio, Markus; Mendicino, Caterina; Punzi, Maria Teresa - 2013

This article empirically studies the linkages between financial variable downturns and economic recessions. We present evidence that real asset prices tend to lead real cycles, while loan-to-GDP and loan-to-deposit ratios lag them. Using a probit analysis, we document that downturns in real...

Persistent link: https://www.econbiz.de/10012148206

Financial and economic downturns in OECD countries

Haavio, Markus; Mendicino, Caterina; Punzi, Maria Teresa - Suomen Pankki - 2013

Persistent link: https://www.econbiz.de/10010722795

Business cycles around the globe: a regime switching approach

Altuğ, Sumru; Bildirici, Melike - 2010

This paper characterizes business cycle phenomena in a sample of 22 developed and developing economies using a univariate Markov regime switching approach. It examines the efficacy of this approach for detecting business cycle turning points and for identifying distinct economic regimes for each...

Persistent link: https://www.econbiz.de/10010273675

Business Cycles around the Globe: A Regime Switching Approach

Altug, Sumru; Bildirici, Melike - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2010

Persistent link: https://www.econbiz.de/10008512964

Dating and Exploration of the Business Cycle in Iceland

Polasek, Wolfgang - Rimini Centre for Economic Analysis (RCEA) - 2010

The paper explores the quarterly sequence of business cycles in Iceland for 40 years between 1970 and 2009 using the business cycle technique of Leamer (2009). We apply first a turning point (TP) dating identification procedure based on the Hendrick- Prescott (HP) filter of the quarterly growth...

Persistent link: https://www.econbiz.de/10008468172

Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy

Anderson, Richard G.; Chauvet, Marcelle; Jones, Barry E. - In: Econometric reviews 34 (2015) 1/5, pp. 228-254

Persistent link: https://www.econbiz.de/10011373295

Assessing Malaysia’s Business Cycle indicators

Yap, Michael Meow-Chung - Department of Econometrics and Business Statistics, … - 2009

/growth cycle, Malaysian economy, growth cycle chronology, turning point analysis, Granger causality JEL classification: E32 … publication by DOSM. 6. Turning point analysis The ECB (2001b) provides several pointers in detecting turning points … the performance of the LI in detecting turning points. In another aspect of turning point analysis, the Conference …

Persistent link: https://www.econbiz.de/10005064101

Business cycles in developed and emerging economies : evidence from a univariate Markov switching approach

Altuğ, Sumru; Bildirici, Melike - In: Emerging markets finance & trade : a journal of the … 48 (2012) 6, pp. 4-38

Persistent link: https://www.econbiz.de/10009721139