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Assessment of Composite Leading Indicators Usefulness in Forecasting Loans and Deposits Cyclical Fluctuations
Garczarczyk, Józef; Skikiewicz, Robert - In: Prace i Materiały 86 (2011) 2, pp. 135-160
The article has been focused on the application of the business cycle barometers for predicting the cyclical fluctuations of the two main categories in the banking market in Poland - PLN loans and PLN deposits. The barometers built for the first time for the Polish banking sector are based on...
Persistent link: https://www.econbiz.de/10010898055
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Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US
Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania - Dipartimento di Economia, Metodi Quantitativi e … - 2015
This paper examines the forecasting performance of DSGE models with and without banking intermediation for the US … forecasting horizon/period. To interpret this finding it is crucial to take into account parameters instabilities showed by a … forecasting performance of output and inflation in the recent period. …
Persistent link: https://www.econbiz.de/10011165203
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PREDICTING US 2001 RECESSION, COMPOSITE LEADING ECONOMIC INDICATORS, STRUCTURAL CHANGE AND MONETARY POLICY
MOSTAGHIMI, MEHDI - In: The Singapore Economic Review (SER) 51 (2006) 03, pp. 343-363
In an attempt to predict a peak in the US economy using a classical statistical decision methodology and a Bayesian methodology and using the 1996 revised composite leading economic indicators (CLI), it is learned that the Bayesian models have generally outperformed the classical statistical...
Persistent link: https://www.econbiz.de/10005080696
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A new composite leading indicator of inflation for the UK: a Kalman filter approach
Binner, Jane M.; Wattam, Stuart I. - In: Global Business and Economics Review 5 (2003) 2, pp. 242-264
The principal objective of this paper is to develop a new approach to the construction of composite leading indicators using the signal extraction capabilities of the powerful Kalman filter. The resultant leading indicator properties are found to outperform those already derived using the...
Persistent link: https://www.econbiz.de/10010669092
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Koszty w cyklu koniunktury [Costs in a Business Cycle]
Drozdowicz-Bieć, Maria - In: Prace i Materiały 90 (2012) 3, pp. 67-95
Artykuł omawia wybrane relacje przychodów i kosztów w cyklu koniunktury. Koszty zwykle postrzegane są jako wskaźniki opóźnione, tj. rosną po przekroczeniu górnego punktu zwrotnego cyklu koniunktury i spadają przez czas jakiś po osiągnięciu przez gospodarkę dna. Jednak relacja...
Persistent link: https://www.econbiz.de/10010898047
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Do investors consider composite leading indicators? Time series evidence from emerging countries
TOPCU, Mert; UNLU, Ulas - In: Theoretical and Applied Economics XVIII(2013) (2013) 9(586), pp. 51-62
The nexus between macroeconomic indicators and stock market has been worthy of examination in emerging markets in the recent years. This paper therefore aims to investigate the long run and causal relationship between Composite Leading Indicators (CLI) and share prices in the thirteen emerging...
Persistent link: https://www.econbiz.de/10010696682
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The place of the eurozone countries in the international economy: Comparison using discriminant analysis
Maniatis, Paraschos - In: Journal of Economic Studies 40 (2013) 2, pp. 127-179
Purpose – This study aims to statistically investigate the place of the eurozone countries in the framework of the international economy and particularly within the most advanced non Euro-currency countries; second it attempts to explain the eventual discrepancies in the performing of the...
Persistent link: https://www.econbiz.de/10010684932
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Nigeria; Publication of Financial Sector Assessment Program Documentation––Detailed Assessment of Compliance of the Basel Core Priciples for Effective Banking Supervision...
International Monetary Fund (IMF); International … - 2013
The assessment of the implementation of the Basel Core Principles (BCP) was conducted for effective banking supervision in Nigeria. The assessment team reviewed the legal framework for banking supervision and held extensive discussions with the staff of the Central Bank of Nigeria (CBN) and the...
Persistent link: https://www.econbiz.de/10011244308
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Nigeria; Publication of Financial Sector Assessment Program Documentation––Technical Note of Banking Cross-Border Issues
International Monetary Fund (IMF); International … - 2013
The global financial crisis provided Nigerian banks with opportunities to expand within Sub-Saharan Africa. Nigerian banks have active cross-border liquidity flows, which may complicate the operation of monetary policy. The Central Bank of Nigeria (CBN) should enhance further its work in...
Persistent link: https://www.econbiz.de/10011244542
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France; Financial Sector Assessment Program—Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision
International Monetary Fund (IMF); International … - 2013
This paper discusses key findings of the Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision for France. The assessment was completed as part of a Financial Sector Assessment Program (FSAP) undertaken by the IMF during 2012. The assessment reveals that...
Persistent link: https://www.econbiz.de/10011245165