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Nowcasting finnish GDP growth using financial variables : a MIDAS approach
Laine, Olli-Matti; Lindblad, Annika - In: Journal of the Finnish Economic Association : JFEA 2 (2021) 1, pp. 74-108
We analyse the performance of financial market variables in nowcasting Finnish quarterly GDP growth. In particular, we … models that allow us to nowcast quarterly GDP growth using monthly or daily data without temporal aggregation in a … parsimonious way. We find that financial market data nowcasts Finnish GDP growth relatively well: nowcasting performance is similar …
Persistent link: https://www.econbiz.de/10013286502
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Nowcasting Finnish GDP growth using financial variables : a MIDAS approach
Laine, Olli-Matti; Lindblad, Annika - 2020
We analyse the performance of financial market variables in nowcasting Finnish quarterly GDP growth. Especially, we … models that allow us to forecast quarterly GDP growth using monthly or daily data without temporal aggregation in a … parsimonious way. Our results show that financial market data nowcasts Finnish GDP growth relatively well. When it comes to …
Persistent link: https://www.econbiz.de/10012214415
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Non-performing loan determinants and impact of COVID-19 : case of Bosnia and Herzegovina
Žunić, Amila; Kozarić, Kemal; Dželihodžić, Emina … - In: Journal of central banking theory and practice 10 (2021) 3, pp. 5-22
-performing loans, GDP, loan loss provision, and dummy variable COVID-19 were used in the analysis. The results of the analysis showed a …
Persistent link: https://www.econbiz.de/10012650843
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The Impact of Financial Factors on the Output Gap and Estimates of Potential Output Growth
Felipe, Jesus - 2015
The literature on the finance-growth nexus highlights the importance of the financial cycle for the estimation of potential output of an economy. We estimate potential output growth for the G-5 countries, as well as for 10 high- and middle-income Asian economies, using a multivariate model that...
Persistent link: https://www.econbiz.de/10013009417
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The impact of financial factors on the output gap and estimates of potential output growth
Felipe, Jesus; Sotocinal, Noli; Bayudan-Dacuycuy, Connie - 2015
The literature on the finance-growth nexus highlights the importance of the financial cycle for the estimation of potential output of an economy. We estimate potential output growth for the G-5 countries, as well as for 10 high- and middle-income Asian economies, using a multivariate model that...
Persistent link: https://www.econbiz.de/10011346261
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Using Sentiment to Predict GDP Growth and Stock Returns
Guzman, Giselle - 2012
power for both GDP growth and excess stock returns, and that the results are robust to the inclusion of information …
Persistent link: https://www.econbiz.de/10013110894
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Nowcasting Finnish GDP Growth Using Financial Variables : A Midas Approach
Laine, Olli-Matti; Lindblad, Annika - 2021
We analyse the performance of financial market variables in nowcasting Finnish quarterly GDP growth. In particular, we … models that allow us to nowcast quarterly GDP growth using monthly or daily data without temporal aggregation in a … parsimonious way. We find that financial market data nowcasts Finnish GDP growth relatively well: nowcasting performance is similar …
Persistent link: https://www.econbiz.de/10013311993
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A panel data analysis of the demand for electricity in Canada
Latif, Ehsan - In: Economic papers : a journal of applied economics and policy 34 (2015) 3, pp. 192-205
Persistent link: https://www.econbiz.de/10011433570
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Yield curve and recession forecasting in a Machine Learning framework
Gkonkas, Periklēs; Papadimitriou, Theophilos; … - In: Computational economics 45 (2015) 4, pp. 635-645
Persistent link: https://www.econbiz.de/10011440977
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Volatility modeling of real Gdp growth rates in South Africa
Sigauke, Caston - In: Economics, management and financial markets 8 (2013) 2, pp. 81-84
Persistent link: https://www.econbiz.de/10011542998