Forecasting Turkish real GDP growth in a data-rich environment
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DOI: 10.1007/s00181-017-1357-8
Abstract: This study generates nowcasts and forecasts for the growth rate of the gross domestic product in Turkey using 204 daily financial series with mixed data sampling (MIDAS) framework. The daily financial series include commodity prices,… read more here.
Keywords: real gdp; growth; forecasting turkish; financial data ... See more keywords
Bayesian estimation of the long-run trend of the US economy
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DOI: 10.1007/s00181-021-02024-4
Abstract: The main purpose of this paper is to scrutinize the long-run trend of the US real GDP during the post-war period. In the empirical analysis, we introduce multivariate unobserved components models that accommodate time-varying volatility… read more here.
Keywords: real gdp; estimation long; bayesian estimation; long run ... See more keywords
Systemic risk, real GDP growth, and sentiment
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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
An empirical investigation of the determinants of CO2 emissions: evidence from Pakistan
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DOI: 10.1007/s11356-019-04342-8
Abstract: The aim of this paper is to examine the relationship between CO2 emissions and its possible determinants and their direction of causality for Pakistan over the period of 1972 to 2017. The survey of literature… read more here.
Keywords: energy; trade openness; co2 emissions; gdp per ... See more keywords
Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau
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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
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
Is education or Real GDP per capita helped countries staying at home during COVID-19 pandemic: cross-section evidence?
Sign Up to like & getrecommendations! Published in 2020 at "Entrepreneurship and Sustainability Issues"
DOI: 10.9770/jesi.2020.8.1(56)
Abstract: This paper is evaluating whether education or the standard of living in a country helped citizens to stay at home during COVID-19 pandemic The study implemented a cross-sectional regression on Google mobility trend reports as… read more here.
Keywords: education index; home; gdp per; per capita ... See more keywords