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A coincident indicator of the Gulf Cooperation Council (GCC) business cycle [[electronic resource] /] / prepared by Abdullah Al-Hassan
| A coincident indicator of the Gulf Cooperation Council (GCC) business cycle [[electronic resource] /] / prepared by Abdullah Al-Hassan |
| Autore | Al-Hassan Abdullah |
| Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (36 p.) |
| Collana | IMF working paper |
| Soggetto topico | Business cycles |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-2248-4
1-4527-4301-0 9786612842948 1-282-84294-3 1-4518-7220-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Methodology; A. Generalized Dynamic Factor Model; B. Estimating Common Components by a One-Sided Filter; Figures; 1. Average Dynamic Eigenvalues Over Cross-Sectional Units; 2. Percentage of Variance Explained; III. Building a GCC Area Database; IV. A Coincident Indicator for the GCC Business Cycle; A. Definition of the Coincident Indicator Properties; 3. Spectral Density Functions of All Eigenvalues; 4. Average of Spectral Density Functions; B. Properties of the Coincident Indicator; C. The Construction of a Coincident Indicator
5. The GCC Coincident Indicator and the GCC Area GDP Growth Rate6. The GCC Coincident Indicator and the Common Component of National GDP; 7. The GCC Coincident Indicator and the Common Component of National GDP; V. Degree of Commonality and Cyclical Behavior of the Variables; A. Degree of Commonality; B. Business Cycle: Stylized Facts; Tables; 1. The Direction and Timing of Variables Against the Coincident Indicator; VI. Observed Economic Variables and Latent Factors; VII. Conclusion; 2. Testing the Observed Macroeconomic Data Against the Latent Factors; Appendix; I: Data Set; Appendix Tables 1: Data, Degree of Commonality, and Cyclical BehaviorReferences |
| Record Nr. | UNINA-9910464073003321 |
Al-Hassan Abdullah
|
||
| [Washington D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle / / Abdullah Al-Hassan
| A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle / / Abdullah Al-Hassan |
| Autore | Al-Hassan Abdullah |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (36 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles
Econometrics Foreign Exchange Macroeconomics Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Price Level Inflation Deflation Classification Methods Cluster Analysis Principal Components Factor Models Economic growth Econometrics & economic statistics Currency Foreign exchange Cyclical indicators Consumer prices Factor models Nominal effective exchange rate Prices Econometric models |
| ISBN |
1-4623-2248-4
1-4527-4301-0 9786612842948 1-282-84294-3 1-4518-7220-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Methodology; A. Generalized Dynamic Factor Model; B. Estimating Common Components by a One-Sided Filter; Figures; 1. Average Dynamic Eigenvalues Over Cross-Sectional Units; 2. Percentage of Variance Explained; III. Building a GCC Area Database; IV. A Coincident Indicator for the GCC Business Cycle; A. Definition of the Coincident Indicator Properties; 3. Spectral Density Functions of All Eigenvalues; 4. Average of Spectral Density Functions; B. Properties of the Coincident Indicator; C. The Construction of a Coincident Indicator
5. The GCC Coincident Indicator and the GCC Area GDP Growth Rate6. The GCC Coincident Indicator and the Common Component of National GDP; 7. The GCC Coincident Indicator and the Common Component of National GDP; V. Degree of Commonality and Cyclical Behavior of the Variables; A. Degree of Commonality; B. Business Cycle: Stylized Facts; Tables; 1. The Direction and Timing of Variables Against the Coincident Indicator; VI. Observed Economic Variables and Latent Factors; VII. Conclusion; 2. Testing the Observed Macroeconomic Data Against the Latent Factors; Appendix; I: Data Set; Appendix Tables 1: Data, Degree of Commonality, and Cyclical BehaviorReferences |
| Record Nr. | UNINA-9910788337203321 |
|
Al-Hassan Abdullah
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle / / Abdullah Al-Hassan
| A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle / / Abdullah Al-Hassan |
| Autore | Al-Hassan Abdullah |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (36 p.) |
| Disciplina | 332.152 |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles
Econometrics Foreign Exchange Macroeconomics Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Price Level Inflation Deflation Classification Methods Cluster Analysis Principal Components Factor Models Economic growth Econometrics & economic statistics Currency Foreign exchange Cyclical indicators Consumer prices Factor models Nominal effective exchange rate Prices Econometric models |
| ISBN |
1-4623-2248-4
1-4527-4301-0 9786612842948 1-282-84294-3 1-4518-7220-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Methodology; A. Generalized Dynamic Factor Model; B. Estimating Common Components by a One-Sided Filter; Figures; 1. Average Dynamic Eigenvalues Over Cross-Sectional Units; 2. Percentage of Variance Explained; III. Building a GCC Area Database; IV. A Coincident Indicator for the GCC Business Cycle; A. Definition of the Coincident Indicator Properties; 3. Spectral Density Functions of All Eigenvalues; 4. Average of Spectral Density Functions; B. Properties of the Coincident Indicator; C. The Construction of a Coincident Indicator
5. The GCC Coincident Indicator and the GCC Area GDP Growth Rate6. The GCC Coincident Indicator and the Common Component of National GDP; 7. The GCC Coincident Indicator and the Common Component of National GDP; V. Degree of Commonality and Cyclical Behavior of the Variables; A. Degree of Commonality; B. Business Cycle: Stylized Facts; Tables; 1. The Direction and Timing of Variables Against the Coincident Indicator; VI. Observed Economic Variables and Latent Factors; VII. Conclusion; 2. Testing the Observed Macroeconomic Data Against the Latent Factors; Appendix; I: Data Set; Appendix Tables 1: Data, Degree of Commonality, and Cyclical BehaviorReferences |
| Record Nr. | UNINA-9910817194403321 |
|
Al-Hassan Abdullah
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||