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Confidence as a driver of private investment in selected countries of Central America
Janada, Carlos Alfredo; Teodoru, Iulia Ruxandra - 2020
This paper argues that structural weaknesses may make private investment particularly sensitive to business confidence … relative to other traditional investment drivers and global shocks. It gauges the importance of confidence over recent years in …, including a set of investment drivers (interest rates, unit labor costs, and confidence) is analyzed. The findings suggest that …
Persistent link: https://www.econbiz.de/10012485965
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Systemic real and financial risks : measurement, forecasting, and stress testing
De Nicolò, Gianni; Lucchetta, Marcella - 2012
Persistent link: https://www.econbiz.de/10009572513
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A quantitative assessment of financial conditions in Asia
Osorio, Carolina; Pongsaparn, Runchana; Unsal, D. Filiz - 2011
Persistent link: https://www.econbiz.de/10009424865
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Assessing countries’ financial inclusion standing : a new composite index
Amidžić, Goran; Massara, Alexander; Mialou, André - 2014
Persistent link: https://www.econbiz.de/10010359849
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Nowcasting GDP : a scalable approach using DFM, machine learning and novel data, applied to European economies
Dauphin, Jean-François; Dybczak, Kamil; Maneely, Morgan; … - 2022
This paper describes recent work to strengthen nowcasting capacity at the IMF's European department. It motivates and compiles datasets of standard and nontraditional variables, such as Google search and air quality. It applies standard dynamic factor models (DFMs) and several machine learning...
Persistent link: https://www.econbiz.de/10013169983
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A financial conditions index for South Africa
Gumata, Nombulelo; Klein, Nir; Ndou, Eliphas - 2012
The main purpose of this paper is to construct a financial conditions index (FCI) for South Africa. The analysis extracts the index by applying two alternative approaches (principal component analysis and Kalman filter), which identify an unobservable common factor from a group of external and...
Persistent link: https://www.econbiz.de/10012694090
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A financial conditions index for Poland
Ho, Giang; Lu, Yinqiu - 2013
This paper constructs a financial conditions index for Poland to explore the link between financial conditions and real economic activity. The index in constructed by applying two complementary approaches—factor analysis and vector auto-regression approach. We evaluate the index’s...
Persistent link: https://www.econbiz.de/10012667418
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Data-rich DSGE and dynamic factor models
Kryshko, Maxym - 2011
Persistent link: https://www.econbiz.de/10009422426
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Bayesian dynamic factor analysis of a simple monetary DSGE model
Kryshko, Maxym - 2011
Persistent link: https://www.econbiz.de/10009422563
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Real sectoral spillovers : a dynamic factor analysis of the Great Recession
Li, Nan; Martin, Vance - 2018
This paper studies changes in the transmission of common versus sectoral idiosyncratic shocks across different U.S. nonfarm business sectors during the Great Recession, and evaluates the cross-sectoral spillovers. Shocks are identified by dynamic factor methods. We find that the Great Recession...
Persistent link: https://www.econbiz.de/10011852597