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Optimization models and their applicability in the analysis of regional economic cycles analysis

Author

Listed:
  • Mateu Sbert, Josep

    (Centre de Recerca Econòmica (UIB·Sa Nostra))

  • Riera Font , Antoni

    (Centre de Recerca Econòmica (UIB·Sa Nostra))

Abstract

Dynamic factor modelling aimed to identify the evolution of the economic activity has been widely used in several industrialized countries. Though the high adaptability of such methodologies to scarcity information contexts, results may present a lack of robustness. The purpose of this paper is to prove empirically that in regional contexts, it is possible to obtain a better fitting by means of the utilization of the optimization models with binary variables. In this way, it is possible to capture the whole relationship that exists between a subset of partials indicators and the reference series.

Suggested Citation

  • Mateu Sbert, Josep & Riera Font , Antoni, 2006. "Optimization models and their applicability in the analysis of regional economic cycles analysis," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 9, pages 97-111.
    • Handle: RePEc:ris:invreg:0146
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    More about this item

    Keywords

    Synthetic indicators; optimization models; NBER; GAMS; regional economic cycle analysis;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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