Modeling of economic and financial conditions for nowcasting and forecasting recessions: A unified approach
Year of publication: |
2019
|
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Authors: | Çakmaklı, Cem ; Demircan, Hamza ; Altuğ, Sumru |
Publisher: |
Istanbul : Koç University-TÜSİAD Economic Research Forum (ERF) |
Subject: | Financial conditions index | Coincident economic index | Dynamic factor model | Markov switching | Imperfect synchronization | Bayesian inference |
Series: | Working Paper ; 1907 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1664542388 [GVK] hdl:10419/202996 [Handle] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; c38 ; E37 - Forecasting and Simulation |
Source: |
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Çakmaklı, Cem, (2019)
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A high-frequency GDP indicator for Switzerland
Kronenberg, Philipp, (2024)
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A high-frequency GDP indicator for Switzerland
Kronenberg, Philipp, (2024)
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Çakmaklı, Cem, (2019)
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Çakmaklı, Cem, (2018)
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