Estimating multi-country prosperity index: a two-dimensional singular spectrum analysis approach

DOI10.1007/S11424-014-3314-3zbMath1294.93078OpenAlexW2050755302MaRDI QIDQ741879

Xun Zhang, Haibin Xie, Hossein Hassani, Jia-Wei Zhang

Publication date: 15 September 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-014-3314-3

zbMATH Keywords

singular spectrum analysisbusiness cycle analysis2D-SSAmulti-country composite index

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Estimation and detection in stochastic control theory (93E10) Eigenvalue problems (93B60)

Related Items (3)

A factor decomposing model of water use efficiency at sector level and its application in Beijing ⋮ A novel signal extraction approach for filtering and forecasting noisy exponential series ⋮ Foreign trade survey data: do they help in forecasting exports and imports?

Uses Software

• CaterpillarSSA

Cites Work

• Singular spectrum analysis for time series: Introduction to this special issue
• A review on singular spectrum analysis for economic and financial time series
• Singular spectrum analysis for image processing
• Predicting daily exchange rate with singular spectrum analysis
• Singular spectrum analysis based on the minimum variance estimator
• Extracting qualitative dynamics from experimental data
• Mapping the channels of communication between the tropics and higher latitudes in the atmosphere
• The generalized dynamic factor model consistency and rates
• Forecasting Using Principal Components From a Large Number of Predictors
• Unnamed Item
• Unnamed Item

This page was built for publication: Estimating multi-country prosperity index: a two-dimensional singular spectrum analysis approach