Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore
A dynamic factor model is applied to a large panel dataset of Singapore’s macroeconomic variables and global economic indicators with the initial objective of analysing business cycles in a small open economy. The empirical results suggest that four common factors – which can broadly be interpreted...
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| المؤلفون الرئيسيون: | , |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2009
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/soe_research/1230 https://ink.library.smu.edu.sg/context/soe_research/article/2229/viewcontent/BusinessCycles_SmallOpenEcon_Singapore_2009.pdf |
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