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Forecasting low-frequency macroeconomic events with high-frequency data

Galvão, Ana Beatriz C.; Owyang, Michael T. - In: Journal of applied econometrics 37 (2022) 7, pp. 1314-1333

Persistent link: https://www.econbiz.de/10013473971

Drift burst test statistic in the presence of infinite variation jumps

Mancini, Cecilia - 2022

Persistent link: https://www.econbiz.de/10013535744

The Rushin Index: a weekly indicator of Czech economic activity

Adam, Tomáš; Michálek, Ondřej; Michl, Aleš; … - 2021

Persistent link: https://www.econbiz.de/10012618214

Drift burst test statistic in a pure jump semimartingale model

Mancini, Cecilia - 2021

Persistent link: https://www.econbiz.de/10013347728

Forecasting low frequency macroeconomic events with high frequency data

Galvão, Ana Beatriz C.; Owyang, Michael T. - 2020

activity index can date the 2020 business cycle peak two months in advance using a mixed-frequency filtering …

Persistent link: https://www.econbiz.de/10012308083

A Monthly Economic Activity Index System for Suriname

Bhaghoe, Sailesh - 2018

phenomena are often not available for decision-making. This study elaborates on the construction of a Monthly Economic Activity … Index System (henceforth MEAI) with survey data for Suriname. Using the System of National Accounts and the International …

Persistent link: https://www.econbiz.de/10012319096

A robust Bayesian dynamic linear model for Latin-American economic time series: "the Mexico and Puerto Rico cases"

Fúquene, Jairo; Álvarez, Marta; Pericchi, Luis Raúl - In: Latin American Economic Review 24 (2015) 1, pp. 1-17

Mexico. Also, we model the Consumer Price Index, the Economic Activity Index and the total number of employments economic …

Persistent link: https://www.econbiz.de/10011994302

A robust Bayesian dynamic linear model for Latin-American economic time series : "the Mexico and Puerto Rico cases"

Fúquene, Jairo; Álvarez, Marta; Pericchi, Luis R. - In: Latin American economic review : LAER ; official … 24 (2015), pp. 1-17

Mexico. Also, we model the Consumer Price Index, the Economic Activity Index and the total number of employments economic …

Persistent link: https://www.econbiz.de/10011885537

Patents and exports. A panel analysis in Italian provinces

Speziale N. - In: Rivista economica del Mezzogiorno (2014) 1-2, pp. 265-284

relation between the patent activity index and exports in 103 Italian provinces, during 2007-2011, following the introduction …

Persistent link: https://www.econbiz.de/10011157467

Nowcasting Using the Chicago Fed National Activity Index

Brave, Scott; Butters, R. Andrew - In: Economic Perspectives (2014) Q I, pp. 19-37

The authors present an alternative version of the Chicago Fed National Activity Index (CFNAI), which is constructed …

Persistent link: https://www.econbiz.de/10010765418

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