Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes

2019/01/28 by Oguzhan Cepni, Oğuzhan Çepni, I. Ethem Güney +2
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Market Dynamics and Volatility #Monetary Policy and Economic Impact

paper · doi:10.1016/j.ijforecast.2018.10.008

openalex publication_date 2019/01/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Citations

• Nowcasting: The real-time informational content of macroeconomic data
• Sparse Principal Component Analysis
• The Generalized Dynamic-Factor Model: Identification and Estimation
• Least angle regression
• Penalized Regressions: The Bridge versus the Lasso
• NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES*
• Comparing Predictive Accuracy