Search Results - subject:"Generalized Dynamic Factor Model"

A novel business cycle indicator of the Korean shipping industry

Kwon, Janghan; Park, Sunghwa; Kim, Taeil; Kim, Hanna - In: The Asian Journal of Shipping and Logistics 39 (2023) 4, pp. 16-25

Korea. The coincident and the leading indicators are computed using the generalized dynamic factor model. We use the …

Persistent link: https://www.econbiz.de/10014445209

Desarrollo financiero y crecimiento económico en América del Norte

Anguiano-Pita, Javier Emmanuel; Ruiz-Porras, Antonio - In: Revista finanzas y política económica 12 (2020) 1, pp. 165-199

Persistent link: https://www.econbiz.de/10012630922

Nowcasting real GDP for Saudi Arabia

Alkhareif, Ryadh; Barnett, William A. - 2020

Persistent link: https://www.econbiz.de/10012425289

Reconstruction and dynamic dependence analysis of global economic policy uncertainty

Liu, Yue; Zheng, Yuhang; Drakeford, Benjamin M - In: Quantitative finance and economics 3 (2019) 3, pp. 550-561

Persistent link: https://www.econbiz.de/10012176595

Systemic financial sector and sovereign risks

Jin, Xisong; Nadal-De Simone, Francisco - 2017

Persistent link: https://www.econbiz.de/10011707080

Tracking changes in the intensity of financial sector's systemic risk

Jin, Xisong; Nadal-De Simone, Francisco - 2016

Persistent link: https://www.econbiz.de/10011565377

CORE INFLATION INDICATORS FOR SAUDI ARABIA

Barnett, William; Alkhareif, Ryadh M. - Department of Economics, University of Kansas - 2015

This paper constructs and analyzes core inflation indicators for Saudi Arabia for the period of March 2012 to May 2014 using two alternative approaches: the Exclusion Method (ex food and housing/rent) and the Statistical Method. The findings of the analysis suggest that the ex food and...

Persistent link: https://www.econbiz.de/10011227897