Analyzing and forecasting business cycles in a small open economy A dynamic factor model for Singapore
A dynamic factor model is applied to a large panel dataset of Singapore's macroeconomic variables and global economic indicators with the initial objective of analysing business cycles in a small open economy. The empirical results suggest that four common factors - which can broadly be interpr...
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| Format: | Online |
| Sprache: | eng |
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Paris
OECD Publishing
2009
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| Online Zugang: | Volltext |
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