Showing 1 - 4 of 4
This paper constructs new business cycle indices for Argentina, Brazil, Chile, and Mexico based on common dynamic factors extracted from a comprehensive set of sectoral output, external data, and fiscal and financial variables spanning over a century. The constructed indices are used to derive a...
Persistent link: https://www.econbiz.de/10005264082
A perennial question in international finance is to what extent stock returns are influenced by country-location, as opposed to industry-affiliation, factors. This paper develops a novel methodology to measure these effects, in which portfolios mimicking "pure" country and industry factors are...
Persistent link: https://www.econbiz.de/10005825967
Both national accounts and balance of payments are based on multiple, complex source data and typically undergo several routine revisions as more and better source data are incorporated into the final estimates. As a result, neither dataset can be subjected directly to the usual statistical...
Persistent link: https://www.econbiz.de/10005599554
practices including those of the United Nations Fundamental Principles of Official Statistics. …
Persistent link: https://www.econbiz.de/10005599693