A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts
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References listed on IDEAS
- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2003.
"Do financial variables help forecasting inflation and real activity in the euro area?,"
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- Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin, 2003. "Do financial variables help forecasting inflation and real activity in the Euro area ?," ULB Institutional Repository 2013/2123, ULB -- Universite Libre de Bruxelles.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ch. Piette & G. Langenus, 2014. "Using BREL to nowcast the Belgian business cycle: the role of survey data," Economic Review, National Bank of Belgium, issue i, pages 75-98, June.
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- Viktors Ajevskis & Gundars Davidsons, 2008. "Dynamic Factor Models in Forecasting Latvia's Gross Domestic Product," Working Papers 2008/02, Latvijas Banka.
More about this item
KeywordsDynamic factor model; business cycle; leading indicators; forecasting; data reduction.;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-03-18 (All new papers)
- NEP-ECM-2006-03-18 (Econometrics)
- NEP-EEC-2006-03-18 (European Economics)
- NEP-ETS-2006-03-18 (Econometric Time Series)
- NEP-FOR-2006-03-18 (Forecasting)
- NEP-MAC-2006-03-18 (Macroeconomics)
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