Matches in SemOpenAlex for { <https://semopenalex.org/work/W1497155385> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W1497155385 endingPage "73" @default.
- W1497155385 startingPage "48" @default.
- W1497155385 abstract "This paper aims at presenting practical applications of latent variable extraction method based on second generation dynamic factor models, which use modified Kalman Filter combined with Maximum Likehood Method and can be applied for time series with mixed frequencies (mainly monthly and quarterly) and unbalanced beginning and the end of the data sample (ragged edges). These applications embrace short-term forecasting of Polish GDP and construction of composite coincident indicator of economic activity in Poland. Presented approach adopts the idea of short-term forecasting used by Camacho and Perez-Quirioz in Banco de Espana and concept of Arouba, Diebold and Scotti index compiled in the FRB of Philadelphia. According to the author’s knowledge, it is the first such adaptation for Central and Eastern Europe country. Quality of the forecast obtained with these models is compared with standard methods used for short-term forecasting with series of statistical tests in the pseudo real-time forecasting exercise. Moreover described method is applied for construction of composite coincident indicator of economic activity in Polish economy. This newly-created coincident indicator is compared with first generation coincident indicator, based on standard dynamic factor model (Stock and Watson) approach, which has been computed by the author for Polish economy since 2006." @default.
- W1497155385 created "2016-06-24" @default.
- W1497155385 creator A5050004306 @default.
- W1497155385 date "2012-03-31" @default.
- W1497155385 modified "2023-10-12" @default.
- W1497155385 title "Short-term forecasting and composite indicators construction with help of dynamic factor models handling mixed frequencies data with ragged edges" @default.
- W1497155385 cites W1515971793 @default.
- W1497155385 cites W1550344932 @default.
- W1497155385 cites W155064989 @default.
- W1497155385 cites W1889717872 @default.
- W1497155385 cites W1963718895 @default.
- W1497155385 cites W2144031751 @default.
- W1497155385 cites W2152742313 @default.
- W1497155385 cites W2155605937 @default.
- W1497155385 cites W2485390539 @default.
- W1497155385 cites W3121343633 @default.
- W1497155385 cites W3123753677 @default.
- W1497155385 cites W3123899433 @default.
- W1497155385 cites W3124175571 @default.
- W1497155385 cites W3125107430 @default.
- W1497155385 cites W3125714952 @default.
- W1497155385 doi "https://doi.org/10.59139/ps.2012.01.4" @default.
- W1497155385 hasPublicationYear "2012" @default.
- W1497155385 type Work @default.
- W1497155385 sameAs 1497155385 @default.
- W1497155385 citedByCount "5" @default.
- W1497155385 countsByYear W14971553852013 @default.
- W1497155385 crossrefType "journal-article" @default.
- W1497155385 hasAuthorship W1497155385A5050004306 @default.
- W1497155385 hasBestOaLocation W14971553851 @default.
- W1497155385 hasConcept C105795698 @default.
- W1497155385 hasConcept C10879293 @default.
- W1497155385 hasConcept C121332964 @default.
- W1497155385 hasConcept C136764020 @default.
- W1497155385 hasConcept C139719470 @default.
- W1497155385 hasConcept C149782125 @default.
- W1497155385 hasConcept C154945302 @default.
- W1497155385 hasConcept C155702961 @default.
- W1497155385 hasConcept C157286648 @default.
- W1497155385 hasConcept C162324750 @default.
- W1497155385 hasConcept C2777382242 @default.
- W1497155385 hasConcept C2778098375 @default.
- W1497155385 hasConcept C2992405062 @default.
- W1497155385 hasConcept C33923547 @default.
- W1497155385 hasConcept C41008148 @default.
- W1497155385 hasConcept C51167844 @default.
- W1497155385 hasConcept C61797465 @default.
- W1497155385 hasConcept C62520636 @default.
- W1497155385 hasConcept C63382987 @default.
- W1497155385 hasConcept C83873408 @default.
- W1497155385 hasConceptScore W1497155385C105795698 @default.
- W1497155385 hasConceptScore W1497155385C10879293 @default.
- W1497155385 hasConceptScore W1497155385C121332964 @default.
- W1497155385 hasConceptScore W1497155385C136764020 @default.
- W1497155385 hasConceptScore W1497155385C139719470 @default.
- W1497155385 hasConceptScore W1497155385C149782125 @default.
- W1497155385 hasConceptScore W1497155385C154945302 @default.
- W1497155385 hasConceptScore W1497155385C155702961 @default.
- W1497155385 hasConceptScore W1497155385C157286648 @default.
- W1497155385 hasConceptScore W1497155385C162324750 @default.
- W1497155385 hasConceptScore W1497155385C2777382242 @default.
- W1497155385 hasConceptScore W1497155385C2778098375 @default.
- W1497155385 hasConceptScore W1497155385C2992405062 @default.
- W1497155385 hasConceptScore W1497155385C33923547 @default.
- W1497155385 hasConceptScore W1497155385C41008148 @default.
- W1497155385 hasConceptScore W1497155385C51167844 @default.
- W1497155385 hasConceptScore W1497155385C61797465 @default.
- W1497155385 hasConceptScore W1497155385C62520636 @default.
- W1497155385 hasConceptScore W1497155385C63382987 @default.
- W1497155385 hasConceptScore W1497155385C83873408 @default.
- W1497155385 hasIssue "1" @default.
- W1497155385 hasLocation W14971553851 @default.
- W1497155385 hasOpenAccess W1497155385 @default.
- W1497155385 hasPrimaryLocation W14971553851 @default.
- W1497155385 hasRelatedWork W2152481464 @default.
- W1497155385 hasRelatedWork W2589952369 @default.
- W1497155385 hasRelatedWork W3123219359 @default.
- W1497155385 hasRelatedWork W3125209858 @default.
- W1497155385 hasRelatedWork W3125309971 @default.
- W1497155385 hasRelatedWork W3146396974 @default.
- W1497155385 hasRelatedWork W3160707851 @default.
- W1497155385 hasRelatedWork W2142896437 @default.
- W1497155385 hasRelatedWork W2183346404 @default.
- W1497155385 hasRelatedWork W2247752362 @default.
- W1497155385 hasVolume "2012" @default.
- W1497155385 isParatext "false" @default.
- W1497155385 isRetracted "false" @default.
- W1497155385 magId "1497155385" @default.
- W1497155385 workType "article" @default.