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

DOI10.1007/S11424-014-3314-3zbMATH Open1294.93078OpenAlexW2050755302MaRDI QIDQ741879FDOQ741879

Authors: Hossein Hassani, Haibin Xie, Xun Zhang, Jiawei 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

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zbMATH Keywords

singular spectrum analysisbusiness cycle analysis2D-SSAmulti-country composite index

Mathematics Subject Classification ID

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

Cites Work

• The generalized dynamic factor model consistency and rates
• Forecasting Using Principal Components From a Large Number of Predictors
• Analysis of time series structure. SSA and related techniques
• A review on singular spectrum analysis for economic and financial time series
• Extracting qualitative dynamics from experimental data
• 2D-extension of singular spectrum analysis: algorithm and elements of theory
• Singular spectrum analysis for time series: Introduction to this special issue
• Singular spectrum analysis for image processing
• Singular spectrum analysis based on the minimum variance estimator
• Mapping the channels of communication between the tropics and higher latitudes in the atmosphere
• Predicting daily exchange rate with singular spectrum analysis

Cited In (5)

• China's export cycle analysis and forecasting
• Measuring factor abundance across many factors and countries
• Foreign trade survey data: do they help in forecasting exports and imports?
• A novel signal extraction approach for filtering and forecasting noisy exponential series
• A factor decomposing model of water use efficiency at sector level and its application in Beijing

Uses Software

• CaterpillarSSA

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