Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
Erscheinungsjahr:
2008
Medientyp:
Text
Schlagworte:
Estonia
Economy
Forecasting
Factor Models
330 Wirtschaft
83.12 Makroökonomie
Estland
Makroökonomie
Konjunkturprognose
ddc:330
Estland
Makroökonomie
Konjunkturprognose
Beschreibung:
This work contains three papers employing common factor methodologies to economic forecasting for Estonia. The methods employed are State-space modelling with Kalman filtering, static principal components and dynamic principal components. The last paper also investigates Inflation dynamics and potential output estimation.