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Forecasting inflation : the use of dynamic factor analysis and nonlinear combinations
Hall, Stephen G.; Tavlas, George S.; Wang, Yongli - In: Journal of forecasting 42 (2023) 3, pp. 514-529
Persistent link: https://www.econbiz.de/10014292208
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Nowcasting domestic demand using a dynamic factor model : the case of Ireland
Egan, Paul - In: Applied economics letters 30 (2023) 19, pp. 2711-2716
Persistent link: https://www.econbiz.de/10014368525
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Modeling and forecasting the co-movement of international yield curve drivers
Sprincenatu, Maria - 2019
Persistent link: https://www.econbiz.de/10012172917
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EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries
Grassi, Stefano; Proietti, Tommaso; Frale, Cecilia; … - 2014
The paper deals with the estimation of monthly indicators of economic activity for the Euro area and its largest member countries that possess the following attributes: relevance, representativeness and timeliness. Relevance is obtained by referring our monthly indicators to gross domestic...
Persistent link: https://www.econbiz.de/10010402282
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EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries
Grassi, Stefano; Proietti, Tommaso; Frale, Cecilia; … - In: International journal of forecasting 31 (2015) 3, pp. 712-738
Persistent link: https://www.econbiz.de/10011474534
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30 years of cointegration and dynamic factor models forecasting and its future with big data : editorial
Escribano, Álvaro; Peña, Daniel; Ruiz, Esther - In: International journal of forecasting 37 (2021) 4, pp. 1333-1337
Persistent link: https://www.econbiz.de/10013274271
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Forecasting inflation in Tunisia during instability using dynamic factors model : a two-step based procedure based on Kalman filter
Ammouri, Bilel; Toumi, Hassen; Issaoui, Fakhri; … - In: International journal of computational economics and … 9 (2019) 1/2, pp. 49-83
Persistent link: https://www.econbiz.de/10012021571
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A Kalman filter approach to Fisher effect : evidence from Nigeria
Asemota, Omorogbe J.; Bala, Dahiru A. - In: CBN journal of applied statistics 2 (2011) 1, pp. 71-91
This paper investigates evidence of a Fisher effect in Nigeria by employing quarterly CPI inflation and Nominal … inflation rates in the long run despite the presence of positive relationship among the variables. Our study recommends the … adoption of potent policies aimed at checking inflation so as to help reduce high interest rates in order to stimulate growth …
Persistent link: https://www.econbiz.de/10011477662
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Measuring core inflation in South Africa
Du Plessis, Stan; Du Rand, Gideon; Kotzé, Kevin - In: The South African journal of economics 83 (2015) 4, pp. 527-548
Persistent link: https://www.econbiz.de/10011441916
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Dynamic factor models with time-varying parameters : measuring changes in international business cycles
Del Negro, Marco (contributor);  … - 2008
We develop a dynamic factor model with time-varying factor loadings and stochastic volatility in both the latent factors and idiosyncratic components. We employ this new measurement tool to study the evolution of international business cycles in the post-Bretton Woods period, using a panel of...
Persistent link: https://www.econbiz.de/10003781510