[PDF] Top 20 Nowcasting Slovak GDP by a Small Dynamic Factor Model
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Nowcasting Slovak GDP by a Small Dynamic Factor Model
... same model can be ...of GDP nowcasting, emerges from ragged edges of ...Fortunately, dynamic factor models (DFM) are able to deal with those ...of factor models available in the ... See full document
22
Real Time Nowcasting Nominal GDP Under Structural Break
... Nominal GDP growth, which has been con- sidered as a potential new monetary policy ...space model that not only takes into account asynchronous information in‡ow it also allows for potential parame- ter ... See full document
28
Chinese Divisia monetary index and GDP nowcasting
... Section 2 and 3 construct the Chinese Divisia monetary aggregates, M1, M2, M3, and M4. The results shed light on the current Chinese monetary situation and the increased borrowing cost of money. Section 4 applies these ... See full document
36
A note on GDP now /forecasting with dynamic versus static factor models along a business cycle
... a dynamic two- factor FAVAR(2,1) (model 33), the model which performs the best in Table 2, for the whole series, within-a-phase, and between-phases period is {18,5,19} for variable set ... See full document
37
Essays on empirical macroeconomics
... the GDP growth of the current quarter, as new information be- comes ...term GDP growth rate forecasts and its successive revisions which are currently deteriorating with ongoing economic ...predict ... See full document
109
Nowcasting GDP Growth Using a Coincident Economic Indicator for India
... pool of relevant indicators based on 1) contemporaneous correlations between indicators and GDP and 2) explanatory power of the indicators around GDP turning points. Based on these two criteria, we choose a ... See full document
29
Estimation of Common Factors under Cross Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components
... mixed-frequency dynamic factor model for the euro area, using monthly series along with Gross Domestic Product (GDP) and its main components, obtained from the quarterly national ...as ... See full document
37
Nowcasting Irish GDP
... a dynamic factor model that produces nowcasts and backcasts of Irish quar- terly GDP using timely data from a panel dataset of 35 ...Irish GDP can be availed of in a parsimonious manner ... See full document
20
Real time nowcasting of GDP: Factor model versus professional forecasters
... and Small (2008), henceforth GRS, have developed a framework for real-time nowcasting (and forecasting) on the basis of a large and unbalanced ...Their model is an automatic, judgment free, procedure ... See full document
36
Nowcasting Household Consumption and Investment in Indonesia
... the Dynamic Factor Model and data for the period from ...a nowcasting exercise was conducted systematically using various combinations of component series, namely consisting of 4, 5, and 6 ... See full document
30
Exchange Rate Impact on Russia’s Exports: Some Evidence from an Evolutionary Co spectral Analysis
... While there is clearly significant interaction between changes in exchange rate and exports to GDP ratio, this nexus appears hardly to be pinpointed. The exports react weakly to changes in nominal exchange rate ... See full document
23
A Dynamic Model of Economic Growth in a Small Tourism Driven Economy
... The small open economy comprises a large number of identical households and competitive firms, which are completely specialized in the production of tourism ...as factor inputs, using a simple AK ... See full document
26
UK regional nowcasting using a mixed frequency vector autoregressive model
... We have developed an econometric procedure which combines a mixed fre- quency VAR with entropic tilting. Our key contributions lie in the incorpora- tion of the new, more timely, information provided by the quarterly ... See full document
37
A Dynamic Model for the Control of a Room’s Temperature by Means of Ceiling Cooling
... 2 MODEL DESCRIPTION AND RESULTS The dimensions of the chosen room are 4 × 5 × 3 m with one external wall (1) having one win- dow (7) of size 3.2 × 1.25 m. Partitioning walls (2,3,4), floor (5) and ceiling (6) are ... See full document
5
The Defence Expenditures of the NATO member states
... - A continued high percentage: Portugal, Belgium, Slovenia, Montenegro, Greece, Albania, Italy, Croatia and Spain. Comparing with the budget year 2010 in 21 countries the personal share of the budget went down. In the ... See full document
9
A space time generator for rainfall nowcasting: the PRAISEST model
... It is important to emphasise that each conditioning case will have different power transformation parameters, as the distribution of one variable differs depending on whether the other variables are positive or zero. ... See full document
12
Operational verification of a framework for the probabilistic nowcasting of river discharge in small and medium size basins
... This last problem is quite impossible to deal with when a common nowcasting algorithm is used; this is because they do not have a dynamic description of atmosphere so they can’t create new precipitation. ... See full document
14
A dynamic factor model of the coincident indicators for the US transportation sector
... The above analysis is based on the nonparametric procedure practiced by the NBER Dating Committee. Alternatively, reference cycles can be defined from the probability of recessions implied by the regime-switching ... See full document
13
Structural Breaks, Model Selection, and Overidentification in Dynamic Factor Models.
... This paper develops data dependent methods that provide consistent estimates whether the idiosyncratic shocks are weakly or strongly correlated in cross-sectional dimension. For the weak correlation case, the assumptions ... See full document
260
Forecasting in dynamic factor models using Bayesian model averaging
... Τηε υσε οφ τηε πριορσ οϖερ mοδελ σπαχε γιϖεν ιν 3.10 ανδ τηε 99.9% πριορ ε¤εχτιϖελψ ρυλε ουτ mοστ οφ τηε φαχτορσ ασσοχιατεδ ωιτη σmαλλ ειγενϖαλυεσ ανδ, ηενχε, τηε mαργιναλ λικελιηοοδ ρεσ[r] ... See full document
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