Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore

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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書目詳細資料
Main Authors:	CHOW, Hwee Kwan, CHOY, Keen Meng
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2009
主題:	business cycle dynamic factor model forecasting Singapore Asian Studies Growth and Development Macroeconomics
在線閱讀:	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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