COMPARATIVE ANALYSIS OF TWO-STEP AND QUASI MAXIMUM LIKELIHOOD ESTIMATION IN THE DYNAMIC FACTOR MODEL FOR NOWCASTING GDP GROWTH IN INDONESIA

COMPARATIVE ANALYSIS OF TWO-STEP AND QUASI MAXIMUM LIKELIHOOD ESTIMATION IN THE DYNAMIC FACTOR MODEL FOR NOWCASTING GDP GROWTH IN INDONESIA

Economic activity data is needed quickly to make policy decisions, but this data suffers from publication delays. Gross Domestic Product (GDP) data is released within five weeks after the end of the quarter. An effort that can be made to provide such data is through nowcasting, which is forecasting...

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Bibliographic Details
Main Authors: Gilbert Alvaro Souisa, Reyner M. Leiwakabessy, Salma Damayanti, Mohammad Zanuar F Terim, Shelma M Pelu
Format: Article
Language:English
Published: Universitas Pattimura 2025-01-01
Series:Barekeng
Subjects:
nowcasting
dynamic factor model
gross domestic product
Online Access:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/15104
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