| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP2436 |
| DP2436 The Morning After: Explaining The Slowdown In Japanese Growth In The 1990s | |
| Tamim Bayoumi | |
| 发表日期 | 2000-04-28 |
| 出版年 | 2000 |
| 语种 | 英语 |
| 摘要 | This paper proposes a new way to compute a coincident and a leading index of economic activity. The method provides a unified approach for the selection of the coincident and the leading variables, for averaging them into coincident and leading indexes and for the identification of turning points. The statistical framework we propose reconciles dynamic principal components analysis wit dynamic factor analysis. We use our procedure to estimate coincident and leading indexes for the EMU area as well as country-specific indexes. Unlike other methods used in the literature, the country indexes take into consideration the cross-country as well as the within-country correlation structure. |
| 主题 | International Macroeconomics |
| 关键词 | Coincident and leading indicators Dynamic factor models Dynamic principal components series |
| URL | https://cepr.org/publications/dp2436 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/531518 |
| 推荐引用方式 GB/T 7714 | Tamim Bayoumi. DP2436 The Morning After: Explaining The Slowdown In Japanese Growth In The 1990s. 2000. |
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