A Generalised Dynamic Factor Model for the Belgian Economy - Useful Business Cycle Indicators and GDP Growth Forecasts
Preprint
- 1 January 2006
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
This paper aims to extract the common variation in a data set of 509 conjunctural series as an indication of the Belgian business cycle. The data set contains iKeywords
All Related Versions
This publication has 60 references indexed in Scilit:
- A Generalised Dynamic Factor Model for the Belgian Economy - Useful Business Cycle Indicators and GDP Growth ForecastsSSRN Electronic Journal, 2006
- Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price DataSSRN Electronic Journal, 2005
- Financial Intermediation Theory and Implications for the Sources of Value in Structured Finance MarketsSSRN Electronic Journal, 2005
- Measuring Inflation Persistence: A Structural Time Series ApproachSSRN Electronic Journal, 2005
- Economic Importance of the Flemish Maritime Ports - Report 2003SSRN Electronic Journal, 2005
- Sectoral vs. Country Diversification Benefits and Downside RiskSSRN Electronic Journal, 2004
- Attractive Prices and Euro-Rounding Effects on InflationSSRN Electronic Journal, 2001
- A Guided Tour of the World of Rational Expectations Models and Optimal PoliciesSSRN Electronic Journal, 2001
- The Belgian Industrial Confidence Indicator: Leading Indicator of Economic Activity in the Euro Area?SSRN Electronic Journal, 2000
- Monetary Union and Economic GrowthSSRN Electronic Journal, 2000