Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Forecasting"
DOI: 10.1002/for.2602
Abstract: In this paper, we assess the predictive content of latent economic policy uncertainty and data surprises factors for forecasting and nowcasting GDP using factor-type econometric models. Our analysis focuses on five emerging market economies, including… read more here.
Keywords: gdp growth; emerging market; uncertainty; surprise factors ... See more keywords
Nowcasting world GDP growth with high‐frequency data
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Forecasting"
DOI: 10.1002/for.2858
Abstract: Although the Covid-19 crisis has shown how high-frequency data can help track the economy in real time, we investigate whether it can improve the nowcasting accuracy of world GDP growth. To this end, we build… read more here.
Keywords: gdp growth; frequency; world gdp; world ... See more keywords
Public budgetary rules and GDP growth: An empirical study on OECD and twelve european countries
Sign Up to like & getrecommendations! Published in 2018 at "Southern Economic Journal"
DOI: 10.1002/soej.12270
Abstract: We study the long‐term effects of budgetary rules on GDP growth rate and analyse the determinants of the short‐term GDP growth dynamics. For both a sample of 19 OECD and a subsample of 12 European… read more here.
Keywords: european countries; rules gdp; tax burden; gdp growth ... See more keywords
Bi-demographic and current account dynamics using SVAR model: evidence from Saudi Arabia
Sign Up to like & getrecommendations! Published in 2021 at "Economic Change and Restructuring"
DOI: 10.1007/s10644-021-09348-2
Abstract: The study explores the impacts of the bi-demographic structure on the current account and gross domestic product (GDP) growth. Using structural vector autoregressive modeling (SVAR), we track the dynamic impacts on these underlying variables. New… read more here.
Keywords: age; current account; gdp growth; saudi ... See more keywords
Systemic risk, real GDP growth, and sentiment
Sign Up to like & getrecommendations! Published in 2021 at "Review of Quantitative Finance and Accounting"
DOI: 10.1007/s11156-020-00952-3
Abstract: Using a mixed frequency VAR methodology, which can accommodate variables with different frequencies in a VAR framework, we model the relation between monthly systemic risk and real GDP growth. To identify the importance of business… read more here.
Keywords: risk; systemic risk; sentiment; gdp growth ... See more keywords
Asymmetric effects of inflation instability and GDP growth volatility on environmental quality in Pakistan
Sign Up to like & getrecommendations! Published in 2020 at "Environmental Science and Pollution Research"
DOI: 10.1007/s11356-020-09258-2
Abstract: This study inspects the empirical association between inflation instability, GDP growth volatility, and the environmental quality in Pakistan, covering the period 1975–2018 by using an asymmetric autoregressive distributed lag (ARDL) methodological approach. The asymmetric ARDL… read more here.
Keywords: inflation instability; growth volatility; inflation; gdp growth ... See more keywords
Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau
Sign Up to like & getrecommendations! Published in 2017 at "Economic Modelling"
DOI: 10.1016/j.econmod.2017.10.019
Abstract: Free trade can generate macroeconomic gains but also vulnerability to external shocks for a highly-specialized economy. To test this hypothesis, we evaluate the effects of Mainland-Macau Closer Economic Partnership Arrangement (CEPA) on Macau's real GDP… read more here.
Keywords: macau; free trade; gdp growth; real gdp ... See more keywords
Reviewing the oil price–GDP growth relationship: A replication study
Sign Up to like & getrecommendations! Published in 2020 at "Energy Economics"
DOI: 10.1016/j.eneco.2020.104786
Abstract: This paper presents a thorough replication of Hamilton (2003) which in turn replicates and extends the findings of four seminal papers regarding the oil price–GDP growth relationship. Firstly, we replicate the empirical results obtained with… read more here.
Keywords: oil price; price gdp; oil; gdp growth ... See more keywords
Nonlinear forecast combinations: An example using euro-area real GDP growth
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Economic Behavior and Organization"
DOI: 10.1016/j.jebo.2018.09.021
Abstract: Abstract The forecasting literature shows that when a number of different forecasters produce forecasts of the same variable it is almost always possible to produce a better forecast by linearly combining the individual forecasts. Moreover,… read more here.
Keywords: real gdp; nonlinear forecast; euro area; gdp growth ... See more keywords
The relationship of economic sentiment and GDP growth in Russia in light of the Covid-19 crisis
Sign Up to like & getrecommendations! Published in 2021 at "Entrepreneurial Business and Economics Review"
DOI: 10.15678/eber.2021.090101
Abstract: Objective: The objective of the article is to prove the empirical and predictive value of the aggregate opinions of businesses and households for expanding cyclical macroeconomic data in Russia, especially during the coronavirus shocks Research… read more here.
Keywords: gdp growth; growth russia; growth; economic sentiment ... See more keywords
PRIVATE DEBT AND ECONOMIC GROWTH: TRENDS AND CHARACTERISTICS FOR UKRAINE
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DOI: 10.23939/semi2021.01.112
Abstract: Purpose. The purpose of the article is to determine the effects on economic activity of a pure temporary change in private debt and the relationship between the debt multiplier and the level of economic growth… read more here.
Keywords: debt; private debt; economic growth; gdp growth ... See more keywords