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Nowcasting Indonesia

dc.contributor.authorLuciani, Matteo
dc.contributor.authorPundit, Madhavi
dc.contributor.authorRamayandi, Arief
dc.contributor.authorVeronese, Giovanni
dc.date.accessioned2015-12-24T01:51:52Z
dc.date.available2015-12-24T01:51:52Z
dc.date.issued2015-12-14
dc.identifier.issn2313-6537 (Print), 2313-6545 (e-ISSN)en_US
dc.identifier.urihttp://hdl.handle.net/11540/5299
dc.description.abstractWe produce predictions of the current state of the Indonesian economy by estimating a Dynamic Factor Model on indicators closely watched by market operators over the period of 2002–2014. Besides the standard difficulties associated with constructing timely indicators of current economic conditions, Indonesia presents additional challenges typical to emerging market economies where data are often scant and unreliable. By means of a pseudo-real-time forecasting exercise, we show that our predictions are comparable to those of market operators. Careful selection of indicators is also shown to be crucial for better forecast performance when data quality is low.en_US
dc.languageEnglishen_US
dc.publisherAsian Development Banken_US
dc.rightsCC BY 3.0 IGOen_US
dc.rights.urihttps://creativecommons.org/licenses/by/3.0/igo/en_US
dc.titleNowcasting Indonesiaen_US
dc.subject.expertDevelopment Economicsen_US
dc.subject.expertRegional Economic Developmenten_US
dc.subject.expertEconomic Impacten_US
dc.subject.expertAsian Development Banken_US
dc.subject.expertDevelopmenten_US
dc.subject.adbEconomies in transitionen_US
dc.subject.adbEconomic agreementsen_US
dc.subject.adbEconomic developmenten_US
dc.subject.adbEconomic indicatorsen_US
dc.subject.naturalComparative economicsen_US
dc.subject.naturalRegional economicsen_US
dc.subject.naturalEconomic development projectsen_US
dc.title.seriesEconomics Working Paper Seriesen_US
dc.title.volumeNo. 471
oar.themeEconomicsen_US
oar.countryIndonesiaen_US
scholarcheck.prominentcontributor0
scholarcheck.peerreviewed0
scholarcheck.contributor.hascontributor1
scholarcheck.serial.hasserial1
scholarcheck.topic.cleartopic1
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scholarcheck.form.visualdata1
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scholarcheck.language.technicaltone1
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oar.authorLuciani, Matteo
oar.authorPundit, Madhavi
oar.authorRamayandi, Arief
oar.authorVeronese, Giovanni
oar.googlescholar.linkpresenttrue


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