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...
محفوظ في:
| المؤلفون الرئيسيون: | , |
|---|---|
| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2009
|
| 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 |
| الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|
| المؤسسة: | Singapore Management University |
| اللغة: | English |