The paper estimates a medium-term forecasting model used to generate short-term series of the quarterly GDP. The GDP used was computed using the expenditures decomposition method in accordance with the national accounts, and the data were generated by applying the principal components analysis...

The paper estimates a medium-term forecasting model used to generate short-term series of the quarterly GDP. The GDP used was computed using the production decomposition method in accordance with the national accounts, and the data were generated by applying the principal components analysis and...

The paper attempts to study the influences of the quarterly changes in the international oil price upon certain macroeconomic indicators and upon the GDP, using the principal components analysis. It also analyzes the indirect impact of a change in oil prices – through all the other indicators...

This study shows that despite the shortness of time-series and significant structural change the economies of three transition countries Russia, Armenia, and the Czech Republic have started to demonstrate regularities that can be used in some types of econometric forecasting. The high-frequency...