Publication Type

Working Paper

Version

publishedVersion

Publication Date

2-2009

Abstract

A dynamic factor model is applied to a large panel dataset of Singapore’s macroeconomic variables and global economic indicators with the initial objective of analyzing business cycles in a small open economy. The empirical results suggest that four common factors are present in the quarterly time series, which can broadly be interpreted as world, regional, electronics and domestic economic cycles. The estimated factor model explains well the observed fluctuations in real economic activity and price inflation, leading us to use it in forecasting Singapore’s business cycles. We find that the forecasts generated by the factors are generally more accurate than the predictions of univariate models and vector autoregressions that employ leading indicators.

Keywords

Business cycle, Dynamic factor model, Forecasting, Singapore

Discipline

Asian Studies | Finance | Growth and Development | Macroeconomics

Research Areas

Macroeconomics

First Page

1

Last Page

30

Publisher

SMU Economics and Statistics Working Paper Series, No. 05-2009

City or Country

Singapore

Copyright Owner and License

Authors

Comments

Published in OECD Journal: Journal of Business Cycle Measurement and Analysis, 2009, https://doi.org/10.1787/jbcma-v2009-art3-en

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