1. OAR@UM
  2. External Research Collection
  3. Social Sciences
  4. Finance
  5. Central Bank of Malta
  6. 2016
Please use this identifier to cite or link to this item: https://www.um.edu.mt/library/oar/handle/123456789/33248
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dc.date.accessioned2018-08-31T07:08:13Z-
dc.date.available2018-08-31T07:08:13Z-
dc.date.issued2016-
dc.identifier.citationEllul, R. (2016). A real-time measure of business conditions in Malta. Central Bank of Malta WP/04/2016.en_GB
dc.identifier.urihttps://www.um.edu.mt/library/oar//handle/123456789/33248-
dc.description.abstractThis 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.isoenen_GB
dc.publisherCentral Bank of Maltaen_GB
dc.rightsinfo:eu-repo/semantics/openAccessen_GB
dc.subjectBusiness cycles -- Maltaen_GB
dc.subjectEconomic conditions -- Maltaen_GB
dc.subjectEconomic indicators -- Maltaen_GB
dc.subjectEconomic forecasting -- Maltaen_GB
dc.titleA real-time measure of business conditions in Maltaen_GB
dc.typeworkingPaperen_GB
dc.rights.holderThe 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.reviewedN/Aen_GB
dc.contributor.creatorEllul, Reuben-
Appears in Collections:2016

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