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Forecasting Macedonian business cycle turning points using Qual VAR model
Petrovska, Magdalena; Krstevska, Aneta; Naumovski, Nikola - Narodna Banka na Republika Makedonija - 2016
This paper aims to assess the usefulness of leading indicators in business cycle research and forecast. Initially we … indicators performs in forecasting turning points of the Macedonian business cycle by employing the Qual VAR approach of Dueker … (2005). In continuation, we evaluate the quality of the selected indicators in pseudo-out-of-sample context. The results …
Persistent link: https://www.econbiz.de/10011623919
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GDP data revisions in Macedonia : is there any systematic pattern?
Bogoev, Jane; Ramadani, Gani - Narodna Banka na Republika Makedonija - 2012
This paper investigates the existence of any systematic relationship between preliminary estimates and subsequent revisions of GDP growth rates in Macedonia. Accordingly, we use various statistical tools for testing the "news" and "noise" hypotheses and empirically assess if GDP data revisions...
Persistent link: https://www.econbiz.de/10011623435
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Forecasting Macedonian GDP : evaluation of different models for short-term forecastin
Jovanovic, Branimir; Petrovska, Magdalena - Narodna Banka na Republika Makedonija - 2010
links GDP to the current values of several principal components obtained from a set of high-frequency indicators; 6) FAVAR …
Persistent link: https://www.econbiz.de/10011623268