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Measuring foreign impact : leading index construction using hierarchical dynamic factor model
Reklaite, Agne - In: Baltic journal of economics 16 (2016) 1, pp. 21-32
In this paper a new method of constructing the leading economic index is presented. Its main advantage is the ability to distinguish domestic and foreign factors influencing the growth of economy and it is performed via dynamic hierarchical factor modelling. An application is carried out with...
Persistent link: https://www.econbiz.de/10011890861
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Forecasting the GDP of a small open developing economy : an application of FAVAR models
Madhou, Ashwin; Sewak, Tayushma; Moosa, Imad A.; … - In: Applied economics 52 (2020) 17, pp. 1845-1856
Persistent link: https://www.econbiz.de/10012197618
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Forecasting inflation in a small open developing economy
Madhou, Ashwin; Sewak, Tayushma; Moosa, Imad A.; … - In: Applied economics 52 (2020) 20, pp. 2123-2134
Persistent link: https://www.econbiz.de/10012197681
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Nowcasting GDP growth in a small open economy
Marcellino, Massimiliano; Sivec, Vasja - In: National Institute economic review : journal of the … 256 (2021), pp. 127-161
Persistent link: https://www.econbiz.de/10012593684
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GDP nowcasting: application and constraints in a small open developing economy
Madhou, Ashwin; Sewak, Tayushma; Moosa, Imad A.; … - In: Applied economics 49 (2017) 38, pp. 3880-3890
Persistent link: https://www.econbiz.de/10011819952
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Forecasting the Swiss economy with a small GVAR model
Assenmacher-Wesche, Katrin - In: The GVAR handbook : structure and applications of a …, (pp. 244-254). 2013
Persistent link: https://www.econbiz.de/10009729929
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Financial frictions in Latvia
Buss, Ginters - In: Empirical economics : a journal of the Institute for … 51 (2016) 2, pp. 547-575
Persistent link: https://www.econbiz.de/10011550972
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Forecasting with a DSGE model of a small open economy within the Monetary Union
Marcellino, Massimiliano; Rychalovska, Yuliya - In: Journal of forecasting 33 (2014) 5, pp. 315-338
Persistent link: https://www.econbiz.de/10010425650
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External shocks and debt accumulation in a small open economy
Senhadji-Semlali, Abdel - In: Review of economic dynamics 6 (2003) 1, pp. 207-239
Persistent link: https://www.econbiz.de/10001743819
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A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan; Steinbach, Rudi - In: Economic modelling 33 (2013), pp. 19-33
Persistent link: https://www.econbiz.de/10010192067