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A coincident indicator of the Gulf Cooperation Council (GCC) business cycle /
This paper constructs a coincident indicator for the Gulf Cooperation Council (GCC) area business cycle. The resulting coincident indicator provides a reliable measure of the GCC business cycle; over the last decade, the GCC coincident index and the real GDP growth have moved closely together. Since...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Washington, DC] :
International Monetary Fund,
©2009.
|
| Colección: | IMF working paper ;
WP/09/73. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Al-Hassan, Abdullah, |e author. | |
| 245 | 1 | 2 | |a A coincident indicator of the Gulf Cooperation Council (GCC) business cycle / |c prepared by Abdullah Al-Hassan. |
| 260 | |a [Washington, DC] : |b International Monetary Fund, |c ©2009. | ||
| 300 | |a 1 online resource (34 pages) : |b color illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file |2 rda | ||
| 490 | 1 | |a IMF working paper ; |v WP/09/73 | |
| 504 | |a Includes bibliographical references (pages 33-34). | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a This paper constructs a coincident indicator for the Gulf Cooperation Council (GCC) area business cycle. The resulting coincident indicator provides a reliable measure of the GCC business cycle; over the last decade, the GCC coincident index and the real GDP growth have moved closely together. Since the indicator is constructed using a small number of common factors, the strong correlation between the indicator and real GDP growth points to a high degree of commonality across GCC economies. The timing and direction of movements in macroeconomic variables are characterized with respect to the c. | ||
| 505 | 0 | |a 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 | |
| 505 | 8 | |a 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 | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 610 | 2 | 0 | |a Gulf Cooperation Council. |
| 610 | 2 | 7 | |a Gulf Cooperation Council |2 fast |
| 710 | 2 | |a International Monetary Fund. |b Monetary and Capital Markets Department. | |
| 776 | 0 | 8 | |i Print version: |a Al-Hassan, Abdullah. |t Coincident indicator of the Gulf Cooperation Council (GCC) business cycle. |d [Washington, DC] : International Monetary Fund (IMF), ©2009 |w (OCoLC)547193199 |
| 830 | 0 | |a IMF working paper ; |v WP/09/73. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1608243 |z Texto completo |
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