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Forecasting monthly inflation in the Philippines

Mariano, Roberto S. - 1985

Persistent link: https://www.econbiz.de/10000704232

Potential output and output gap estimation models for the Philippines

Mariano, Roberto S.; Özmucur, Süleyman; Bayangos, Veronica - In: The Philippine review of economics : a joint … 55 (2018) 1/2, pp. 161-197

Persistent link: https://www.econbiz.de/10012302538

Predictive performance of mixed-frequency nowcasting and forecasting models : (with application to Philippine inflation and GDP growth)

Mariano, Roberto S.; Özmucur, Süleyman - 2020 - Revised August 16, 2020

Persistent link: https://www.econbiz.de/10012299273

High-mixed-frequency dynamic latent factor forecasting models for GDP in the Philippines

Mariano, Roberto S.; Ozmucur, Suleyman - In: Estudios de economía aplicada : revista promovida por … 33 (2015) 2, pp. 451-462

Persistent link: https://www.econbiz.de/10011592625

Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)

Mariano, Roberto S.; Ozmucur, Suleyman - 2020

This paper studies the comparative predictive accuracy of forecasting methods using mixed-frequency data, as applied to nowcasting Philippine inflation, real GDP growth, and other related macroeconomic variables. It focuses on variations of mixed-frequency dynamic latent factor models (DFM for...

Persistent link: https://www.econbiz.de/10014094788

Predictive performance of mixed-frequency nowcasting and forecasting models (with application to Philippine inflation and GDP growth)

Mariano, Roberto S.; Özmucur, Süleyman - In: Journal of quantitative economics 19 (2021), pp. 383-400

Persistent link: https://www.econbiz.de/10013441733