35 cepni o e guney and n swanson 2019b nowcasting and

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, Forthcoming. 3.5 Cepni, O., E. Guney, and N. Swanson (2019b). Nowcasting and forecasting gdp in emerging markets using global financial and macroeconomic diffusion indexes. Journal of International Forecasting 33 (2), 555–572. 3.5 Chauvet, M. (1998). An econometric characterization of business cycle dynamics with factor structure and regime switches. International Economic Review 39 (4), 969–996. 1 , 3.2 Chauvet, M. (2001). A monthly indicator of brazilian gdp. Brazilian Review of Econometrics 21 (1), 1–47. 3.5 Chauvet, M. and J. Piger (2008). A comparison of the real-time performance of business cycle dating methods. Journal of Business & Economic Statistics 26 , 42–49. 2 , 3.1 , 3.2 Chernis, T. and R. Sekkel (2017). A dynamic factor model for nowcasting canadian gdp growth. Empirical Economics 53 (1), 217–234. 9 Corona, F., G. Gonz´ alez-Far´ ıas, and P. Orraca (2017). A dynamic factor model for the mexican economy: are common trends useful when predicting economic activity? Latin American Economic Review 26 (7), 1–35. 3.5 Dahlhaus, T., J.-D. Guenette, and G. Vasishtha (2015). Nowcasting bric+m in real time. International Journal of Forecasting 33 (4), 915–935. 3.5 Eo, Y. and C.-J. Kim (2016). Markov-switching models with evolving regime-specific parameters: Are postwar booms or recessions all alike? Review of Economics and Statistics 98 (5), 940–949. 1 , 2 , 3.2 Ferrara, L. and C. Marsilli (2018). Nowcasting global economic growth: A factor-augmented mixed-frequency approach. The World Economy 42 (3), 846–875. 4 Giannone, D., L. Reichlin, and D. Small (2008). Nowcasting: The realtime informational content of macroeconomic data. Journal of Monetary Economics 55 (4), 665–676. 3.2 Hamilton, J. (2019). Measuring global economic activity. Journal of Applied Econometrics (Forthcoming). 4 ECB Working Paper Series No 2381 / March 2020 25
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Hamilton, J. D. (1989). A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica: Journal of the Econometric Society , 357–384. 1 , 2 IMF (2019). World Economic Outlook, October 2019: Global Manufacturing Downturn, Rising Trade Barriers . IMF. 4 IMF (2020). Press Release . Number 20/61, February 22. International Monetary Fund. 1 Jerzmanowski, M. (2006). Empirics of hills, plateaus, mountains and plains: A markov-switching approach to growth. Journal of Development Economics 81 (2), 357–385. 1 Kilian, L. (2019). Measuring global real economic activity: do recent critiques hold up to scrutiny? Economics Letters 178 , 106–110. 4 Kohn, D., F. Leibovici, and H. Tretvoll (2018). Trade in commodities and business cycle volatility. Federal Reserve Bank of St. Louis Working Paper (2018-005B). 3 Kose, A., N. Sugawara, and M. Terrones (2020). Global recessions. CEPR Working Papers 14397 . 4.1 Mariano, R. S. and Y. Murasawa (2003). A new coincident index of business cycles based on monthly and quarterly series. Journal of Applied Econometrics 18 (4), 427–443. 2 , A.1 Neumeyer, P. and F. Perri (2005). Business cycles in emerging economies: the role of interest rates. Journal of Monetary Economics 52 (2), 345–380. 3 OECD (2020). Newsroom: Global Economy faces gravest threat since the crisis as coronavirus spreads . Number March 2. Organisation for Economic Co-operation and Development. 1 Porshakov, A., A. Ponomarenko, and A. Sinyakov (2016). Nowcasting and short-term forecasting of russian gdp with a dynamic factor model. Journal of the New Economic Association 30 (2), 60–76. 3.5 Prasad, A., S. Elekdag, P. Jeasakul, R. Lafarguette, A. Alter, A. Feng., and C. Wang (2019). Growth at risk:
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