Search Results - subject:"Dynamic factor Model"

Constructing a coincident economic indicator for India : how well does it track gross domestic product?

Bhadury, Soumya; Ghosh, Saurabh; Kumar, Pankaj - In: Asian development review : studies of Asian and pacific … 38 (2021) 2, pp. 237-277

financial sector on economic activity. CEIIs are estimated using a dynamic factor model which extracts a common trend underlying …

Persistent link: https://www.econbiz.de/10013329304

Nowcasting Japanese GDP using targeted predictors

Kajita, Yuto; Chung, Wookyung - 2021

Persistent link: https://www.econbiz.de/10013368797

An alternative perspective on demand and supply to forecast inflation

Sharma, Saurabh; Padhi, Ipsita - 2021

Persistent link: https://www.econbiz.de/10013399816

World shocks and commodity price fluctuations: evidence from resource-rich economies

Arigoni, Filippo - 2020

Persistent link: https://www.econbiz.de/10012249915

The credit composition of global liquidity

Herwartz, Helmut; Ochsner, Christian; Rohloff, Hannes - 2020

factor model in the spirit of Eickmeier,Gambacorta, and Hofmann (2014). Going beyond previous work, we decompose aggregate …We conceptualize global liquidity as global monetary policy and credit components by means of a large-scale dynamic …

Persistent link: https://www.econbiz.de/10012318308

Macroeconometric forecasting using a cluster of dynamic factor models

Glocker, Christian; Kaniovski, Serguei - 2020

We propose a modelling approach involving a series of small-scale factor models. They are connected to each other within a cluster, whose linkages are derived from Granger-causality tests. GDP forecasts are established across the production, income and expenditure accounts within a disaggregated...

Persistent link: https://www.econbiz.de/10012319589