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Оценка опережающих свойств краткосрочных экономических индикаторов Казахстана. // Assessment of leading properties of short-term economic indicators of Kazakhstan

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  • Алимбаева Лаура // Alimbayeva Laura

    (National Bank of Kazakhstan)

Abstract

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Suggested Citation

  • Алимбаева Лаура // Alimbayeva Laura, 2023. "Оценка опережающих свойств краткосрочных экономических индикаторов Казахстана. // Assessment of leading properties of short-term economic indicators of Kazakhstan," Working Papers #2023-11, National Bank of Kazakhstan.
    • Handle: RePEc:aob:wpaper:49
    as

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    References listed on IDEAS

    as
    1. Long, John B, Jr & Plosser, Charles I, 1983. "Real Business Cycles," Journal of Political Economy, University of Chicago Press, vol. 91(1), pages 39-69, February.
    2. Joseph G. Altonji, 1982. "The Intertemporal Substitution Model of Labour Market Fluctuations: An Empirical Analysis," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(5), pages 783-824.
    3. Robert Engle & Clive Granger, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    4. Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501.
    5. Kydland, Finn E & Prescott, Edward C, 1982. "Time to Build and Aggregate Fluctuations," Econometrica, Econometric Society, vol. 50(6), pages 1345-1370, November.
    6. Ya. P. Silin & E. G. Animitsa & N. V. Novikova, 2019. "Theories of economic growth and economic cycles in the research of regional processes of new industrialisation," Journal of New Economy, Ural State University of Economics, vol. 20(2), pages 5-29, May.
    7. M. Shabri Abd. Majid & Salina H. Kassim, 2015. "Assessing the contribution of Islamic finance to economic growth," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 6(2), pages 292-310, September.
    8. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
    9. Nur Setyowati, 2019. "Macroeconomic Determinants of Islamic Banking Products in Indonesia," Economies, MDPI, vol. 7(2), pages 1-15, June.
    10. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • 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
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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