Measuring Chinese business cycles with dynamic factor models
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Tóth, Peter, 2014.
"Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP
[A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP]," MPRA Paper 63713, University Library of Munich, Germany.
- Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
- Gatfaoui, Jamel & Girardin, Eric, 2015. "Comovement of Chinese provincial business cycles," Economic Modelling, Elsevier, vol. 44(C), pages 294-306.
- Laurenceson, James & Rodgers, Danielle, 2010. "China's macroeconomic volatility -- How important is the business cycle?," China Economic Review, Elsevier, vol. 21(2), pages 324-333, June.
- Shirly Siew-Ling WONG & Chin-Hong PUAH & Shazali ABU MANSOR & Venus Khim-Sen LIEW, 2016. "Measuring Business Cycle Fluctuations: An Alternative Precursor To Economic Crises," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(4), pages 235-248.
More about this item
KeywordsBusiness cycles Composite coincident index State space model Markov switching model Dynamic factor model;
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