prikaz prve stranice dokumenta Constructing a composite coincident indicator for a post-transition country
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Constructing a composite coincident indicator for a post-transition country
Economic research - Ekonomska istraživanja, 29 (2016), 1; 434-446. https://doi.org/10.1080/1331677X.2016.1174388
Rašić Bakarić, Ivana; Tkalec, Marina; Vizek, Maruška

Institucijski repozitorij: Ekonomski institut, Zagreb

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Rašić Bakarić, I., Tkalec, M. i Vizek, M. (2016). Constructing a composite coincident indicator for a post-transition country. Economic research - Ekonomska istraživanja, 29. (1), 434-446. doi: 10.1080/1331677X.2016.1174388

Rašić Bakarić, Ivana, et al. "Constructing a composite coincident indicator for a post-transition country." Economic research - Ekonomska istraživanja, vol. 29, br. 1, 2016, str. 434-446. https://doi.org/10.1080/1331677X.2016.1174388

Rašić Bakarić, Ivana, Marina Tkalec i Maruška Vizek. "Constructing a composite coincident indicator for a post-transition country." Economic research - Ekonomska istraživanja 29, br. 1 (2016): 434-446. https://doi.org/10.1080/1331677X.2016.1174388

Rašić Bakarić, I., Tkalec, M. i Vizek, M. (2016) 'Constructing a composite coincident indicator for a post-transition country', Economic research - Ekonomska istraživanja, 29(1), str. 434-446. doi: 10.1080/1331677X.2016.1174388

Rašić Bakarić I, Tkalec M, Vizek M. Constructing a composite coincident indicator for a post-transition country. Economic research - Ekonomska istraživanja [Internet]. 22.12.2016. [pristupljeno 19.12.2024.];29(1):434-446. doi: 10.1080/1331677X.2016.1174388

I. Rašić Bakarić, M. Tkalec i M. Vizek, "Constructing a composite coincident indicator for a post-transition country", Economic research - Ekonomska istraživanja, vol. 29, br. 1, str. 434-446, Prosinac 2016. [Online]. Dostupno na: https://urn.nsk.hr/urn:nbn:hr:213:608778. [Citirano: 19.12.2024.]

Za citiranje koristite ovu mrežnu adresu: https://urn.nsk.hr/urn:nbn:hr:213:608778
Podaci o radu
Naslov (engleski)Constructing a composite coincident indicator for a post-transition country
AutorIvana Rašić Bakarić
MBZ: 244815
AutorMarina Tkalec
MBZ: 318005
AutorMaruška Vizek
MBZ: 252024
Autorova ustanovaEkonomski institut, Zagreb
Znanstveno / umjetničko
područje, polje i grana		DRUŠTVENE ZNANOSTI
Ekonomija
Sažetak (engleski)
The aim of this article is to construct a monthly coincident indicator of real economic activity in Croatia. For that purpose, we use a database containing altogether 278 time series, ranging from January 1998 to December 2010. In step one we use correlation analysis, logit and Markov switching (MS) model in order to select time series that closely follow the overall business cycle and its turning points. The following four series have been detected as having the best coincident properties: industrial production, volume of retail sales, VAT revenues and total credit to households. In step two we apply dynamic factor model methodology to the aforementioned coincident series in order to estimate their common component, which is then used to construct a monthly coincident indicator of real economic activity.
Ključne riječi (engleski)
Jezikengleski
Vrsta publikacijeZnanstveni rad - Izvorni znanstveni rad
Status objaveObjavljen
Vrsta recenzijeRecenziran
Verzija publikacijeObjavljena verzija rada (izdavačev PDF)
Naslov časopisaEconomic research - Ekonomska istraživanja
Brojčani podacivol. 29, br. 1, str. 434-446
p-ISSN1331-677X
e-ISSN1848-9664
DOIhttps://doi.org/10.1080/1331677X.2016.1174388
URN:NBNurn:nbn:hr:213:608778
Datum objave publikacije2016-12-22
URL dokumentahttp://hrcak.srce.hr/171733
Vrsta resursaTekst
Prava pristupaOtvoreni pristup
Uvjeti korištenjaIkona licence Zaštićeno autorskim pravom.
Datum i vrijeme pohrane2017-10-24 12:20:20