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Extraction of Common Signal from Series with Different Frequency

Otranto, Edoardo - EconWPA - 2005

the well known trend plus cycle model, in a multivariate context, using both quarterly and monthly data. This procedure is …

Persistent link: https://www.econbiz.de/10005407970

Using credit variables to date business cycle and to estimate the probabilities of recession in real time

Aprigliano, Valentina; Liberati, Danilo - 2019

Persistent link: https://www.econbiz.de/10012140098

Cyclical processes in the Polish economy

Skrzypczyńska, Marta - In: Central European journal of economic modelling and … 6 (2014) 3, pp. 153-192

Persistent link: https://www.econbiz.de/10010503031

Constructing a high-frequency World Economic Gauge using a mixed-frequency dynamic factor model

Chua, Chew Lian; Tsiaplias, Sarantis; Zhou, Ruining - In: Journal of forecasting 43 (2024) 6, pp. 2212-2227

Persistent link: https://www.econbiz.de/10015110401

Improving GDP measurement : a measurement-error perspective

Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - In: Journal of econometrics 191 (2016) 2, pp. 384-397

Persistent link: https://www.econbiz.de/10011610607

On the role of domestic and international financial cyclical factors in driving economic growth

Billio, Monica; Donadelli, Michael; Livieri, G.; … - In: Applied economics 52 (2020) 11, pp. 1272-1297

Persistent link: https://www.econbiz.de/10012197527

The impact of the output gap on the unemployment rate : evidence from Mexico, 1987q1-2018q4

Garcìa-Ramos, Manuel - In: Ecos de economía 23 (2019) 48, pp. 4-15

Persistent link: https://www.econbiz.de/10012212316

Measuring uncertainty : a streamlined application for the Ecuadorian economy

Avellán, Guillermo; González-Astudillo, Manuel; … - In: Empirical economics : a quarterly journal of the … 62 (2022) 4, pp. 1517-1542

Persistent link: https://www.econbiz.de/10013197237

A Markov switching three regime model of Tunisian business cycle

Medhioub, Imed - In: Asian African journal of economics and econometrics 13 (2013) 2, pp. 237-251

Persistent link: https://www.econbiz.de/10010353706

In search of leading indicators of economic activity in Germany

Bandholz, Harm; Funke, Michael - 2001

In this paper we present two new composite leading indicators of economicactivity in Germany estimated using a dynamic factor model with and withoutregime switching. The obtained optimal inferences of business cycle turningpoints indicate that the two-state regime switching procedure leads to...

Persistent link: https://www.econbiz.de/10011400394