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https://www.um.edu.mt/library/oar/handle/123456789/33248
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DC Field | Value | Language |
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dc.date.accessioned | 2018-08-31T07:08:13Z | - |
dc.date.available | 2018-08-31T07:08:13Z | - |
dc.date.issued | 2016 | - |
dc.identifier.citation | Ellul, R. (2016). A real-time measure of business conditions in Malta. Central Bank of Malta WP/04/2016. | en_GB |
dc.identifier.uri | https://www.um.edu.mt/library/oar//handle/123456789/33248 | - |
dc.description.abstract | This paper outlines the structure for a high frequency measure of economic activity in Malta, with the ability of identifying turning points and changes in activity in real time. An array of flow and stock data is applied, measured at mixed frequencies. A dynamic factor model then filters the data and constructs a high frequency business conditions index (BCI). The framework is based on a study by Aruoba, Diebold and Scotti (2009). In this paper, their prototype example is extended to include extra monthly variables. | en_GB |
dc.language.iso | en | en_GB |
dc.publisher | Central Bank of Malta | en_GB |
dc.rights | info:eu-repo/semantics/openAccess | en_GB |
dc.subject | Business cycles -- Malta | en_GB |
dc.subject | Economic conditions -- Malta | en_GB |
dc.subject | Economic indicators -- Malta | en_GB |
dc.subject | Economic forecasting -- Malta | en_GB |
dc.title | A real-time measure of business conditions in Malta | en_GB |
dc.type | workingPaper | en_GB |
dc.rights.holder | The copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder. | en_GB |
dc.description.reviewed | N/A | en_GB |
dc.contributor.creator | Ellul, Reuben | - |
Appears in Collections: | 2016 |
Files in This Item:
File | Description | Size | Format | |
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A_real-time_measure_of_business_conditions_in_Malta_2016.pdf | 1.25 MB | Adobe PDF | View/Open |
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