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