Estimation of Economic Growth in France Using Business Survey Data /
This paper proposes a new way of computing a coincident indicator for economic activity in France using data from business surveys. We use the generalized dynamic factor model a la Forni and others (2000) to extract common components from a large number of survey observations. The results obtained s...
| Հիմնական հեղինակ: | |
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| Ձևաչափ: | Ամսագիր |
| Լեզու: | English |
| Հրապարակվել է: |
Washington, D.C. :
International Monetary Fund,
2004.
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| Շարք: | IMF Working Papers; Working Paper ;
No. 2004/069 |
| Խորագրեր: | |
| Առցանց հասանելիություն: | Full text available on IMF |
| Ամփոփում: | This paper proposes a new way of computing a coincident indicator for economic activity in France using data from business surveys. We use the generalized dynamic factor model a la Forni and others (2000) to extract common components from a large number of survey observations. The results obtained show that the resulting indicator forecasts economic activity with a relatively high degree of accuracy before the release of actual data. |
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| Նյութի նկարագրություն: | <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required |
| Ֆիզիկական նկարագրություն: | 1 online resource (20 pages) |
| Ձևաչափ: | Mode of access: Internet |
| ISSN: | 1018-5941 |
| Հասանելի: | Electronic access restricted to authorized BRAC University faculty, staff and students |