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Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)

Mariano, Roberto S.; Özmucur, Süleyman - 2020

This paper studies the comparative predictive accuracy of forecasting methods using mixed-frequency data, as applied to nowcasting Philippine inflation, real GDP growth, and other related macroeconomic variables. It focuses on variations of mixed-frequency dynamic latent factor models (DFM for...

Persistent link: https://www.econbiz.de/10014094788

Financial Markets and Economic Growth in Poland : Simulations with an Econometric Model

Wdowinski, Piotr - 2021

In this paper we present simulations of economic performance of the Polish economy based on a quarterly econometric model. The model consists of 22 stochastic equations, which link the financial market with the real economy. The purpose of the research is to present effects of changes to...

Persistent link: https://www.econbiz.de/10013318168

Using Sentiment Surveys to Predict GDP Growth and Stock Returns

Guzman, Giselle - 2012

This study sheds new light on the question of whether or not sentiment surveys, and the expectations derived from them, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to macroeconomic and financial data. I examine 16...

Persistent link: https://www.econbiz.de/10013110732

Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model

Jondeau, Eric; Sahuc, Jean-Guillaume - 2005

In this paper, we investigate the sources of heterogeneity within the euro area. For this purpose, we build an optimization-based multi-country model (MCM) that allows different sources of heterogeneity across countries, both in terms of behavior of economic agents and in terms of asymmetry of...

Persistent link: https://www.econbiz.de/10014067109

A probit model for the state of the Greek GDP growth

Degiannakis, Stavros - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 381-392

The paper provides probability estimates of the state of the GDP growth. A regime-switching model defines the probability of the Greek GDP being in boom or recession. Then probit models extract the predictive information of a set of explanatory (economic and financial) variables regarding the...

Persistent link: https://www.econbiz.de/10011312197

Quarterly Forecasting Model for India’s Economic Growth : Bayesian Vector Autoregression Approach

Iyer, Tara - 2019

This study develops a framework to forecast India's gross domestic product growth on a quarterly frequency from 2004 to 2018. The models, which are based on real and monetary sector descriptions of the Indian economy, are estimated using Bayesian vector autoregression (BVAR) techniques. The real...

Persistent link: https://www.econbiz.de/10012890170

Chinese Foreign Direct Investment and Economic Growth of Bangladesh : A VECM Analysis

Sakib, Mohammad Nazmus; Pande, Saikat; Kumar, Rimon - 2021

The main objective of this study was to find out the impact of Chinese FDI on the economic growth of Bangladesh where … Bangladesh but those variables have no impact on Bangladesh economic growth in the short run. These results also identify there … is a long-term granger causality occurring from Chinese FDI, TFDI, and trade openness to the GDP of Bangladesh. Our …

Persistent link: https://www.econbiz.de/10013213927

Inflation, economic growth and the balance of payments in Bangladesh : macroeconomic study

Hossain, Akhtar - 1995

Persistent link: https://www.econbiz.de/10000418257

Money and economic activity in Bangladesh : a rational expectations approach

Begum, Nazma - In: The Bangladesh development studies : the journal of the … 25 (1997) 3/4, pp. 73-97

Persistent link: https://www.econbiz.de/10001723822

Modelling the macroeconomic impact of aid

Hill, Marianne T. - In: The Bangladesh development studies : the journal of the … 16 (1988) 1, pp. 1-25

The article develops a linear macro-economic model of the Bangladesh economy to examine the quantitative impact of aid …

Persistent link: https://www.econbiz.de/10015139656