Showing 1 - 10 of 4,026
Persistent link: https://www.econbiz.de/10003473700
Persistent link: https://www.econbiz.de/10003989760
Persistent link: https://www.econbiz.de/10003983900
Persistent link: https://www.econbiz.de/10010250441
Persistent link: https://www.econbiz.de/10010469860
Persistent link: https://www.econbiz.de/10003368546
We produce predictions of Norwegian GDP. To this end, we estimate a Bayesian Dynamic Factor model on a panel of 14 variables (all followed closely by market operators) ranging from 1990 to 2011. By means of a pseudo real-time exercise we show that the Bayesian Dynamic Factor Model performs well...
Persistent link: https://www.econbiz.de/10013087316
policy, DORY is used to identify the underlying trends in the main macro variables in Norway. DORY has been gradually …
Persistent link: https://www.econbiz.de/10012818752
business cycle turning points with Norway's main trading partners, we find that a Markov-switching factor model provides the …
Persistent link: https://www.econbiz.de/10013021261
Persistent link: https://www.econbiz.de/10012664660