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Analyzing and Forecasting Business Cycles in a Small Open Economy : A Dynamic Factor Model for Singapore
Chow, Hwee Kwan; Choy, Keen Meng - East Asian Bureau of Economic Research (EABER) - 2009
activity and price inflation, leading us to use it in forecasting Singapores business cycles. We find that the forecasts …
Persistent link: https://www.econbiz.de/10009363910
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Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore
Chow, Hwee Kwan; Choy, Keen Meng - School of Economics, Singapore Management University - 2009
activity and price inflation, leading us to use it in forecasting Singapore’s business cycles. We find that the forecasts …
Persistent link: https://www.econbiz.de/10004995259
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A Generalized Dynamic Factor Model for the Belgian Economy: Identification of the Business Cycle and GDP Growth Forecasts
Nieuwenhuyze, Christophe van - In: Journal of Business Cycle Measurement and Analysis 2005 (2005) 2, pp. 213-247
This paper aims to identify the Belgian business cycle and forecast GDP growth based on a large data base of short-term conjunctural indicators. The data base consists of 509 indicators containing information on surveys of Belgium and its neighbouring countries, macroeconomic variables and some...
Persistent link: https://www.econbiz.de/10008492384
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Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo; Giannone, Domenico; Lenza, Michele; … - 2020
Monitoring economic conditions in real time, or nowcasting, is among the key tasks routinely performed by economists. Nowcasting entails some key challenges, which also characterise modern Big Data analytics, often referred to as the three "Vs": the large number of time series continuously...
Persistent link: https://www.econbiz.de/10012259379
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The FRBNY Staff Underlying Inflation Gauge: UIG
Amstad, Marlene; Potter, Simon; Rich, Robert - 2014
Monetary policymakers and long-term investors would benefit greatly from a measure of underlying inflation that uses all relevant information, is available in real time, and forecasts inflation better than traditional underlying inflation measures such as core inflation measures. This paper...
Persistent link: https://www.econbiz.de/10011340981
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Developing an underlying inflation gauge for China
Amstad, Marlene; Huan, Ye; Ma, Guonan - 2014
information. Finally, when forecasting the headline CPI, our UIG for China outperforms traditional core measures over different …
Persistent link: https://www.econbiz.de/10011420978
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The FRBNY Staff Underlying Inflation Gauge : UIG
Amstad, Marlene; Potter, Simon M.; Rich, Robert W. - 2014
Monetary policymakers and long-term investors would benefit greatly from a measure of underlying inflation that uses all relevant information, is available in real time, and forecasts inflation better than traditional underlying inflation measures such as core inflation measures. This paper...
Persistent link: https://www.econbiz.de/10010404156
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Developing an underlying inflation gauge for China
Amstad, Marlene; Huan, Ye; Ma, Guonan - 2014
information. Finally, when forecasting the headline CPI, our UIG for China outperforms traditional core measures over different …
Persistent link: https://www.econbiz.de/10010412468
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Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo; Giannone, Domenico; Lenza, Michele; … - 2020
Monitoring economic conditions in real time, or nowcasting, is among the key tasks routinely performed by economists. Nowcasting entails some key challenges, which also characterise modern Big Data analytics, often referred to as the three "Vs": the large number of time series continuously...
Persistent link: https://www.econbiz.de/10012422115
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Forecasting Dutch GDP using Large Scale Factor Models
Reijer, Ard H.J. den - de Nederlandsche Bank - 2005
structural model for the Netherlands sup- plemented with leading indicator variables. In a pseudo out-of-sample forecasting … forecasting performance of the factor models. However, only the dynamic factor model systematically outper- forms and encompasses … the autoregressive benchmark model with an op- timal subset of the data of around 110 series. The forecasting gains in …
Persistent link: https://www.econbiz.de/10005106681