Christophe Van Nieuwenhuyze

National Bank of Belgium

Research Department

Boulevard de Berlaimont 14

B-1000 Brussels, 1000

Belgium

SCHOLARLY PAPERS

5

DOWNLOADS

344

SSRN CITATIONS
Rank 5,152

SSRN RANKINGS

Top 5,152

in Total Papers Citations

7

CROSSREF CITATIONS

198

Scholarly Papers (5)

1.

Short-Term Forecasting of GDP Using Large Monthly Datasets - A Pseudo Real-Time Forecast Evaluation Exercise

ECB Occasional Paper No. 84
Number of pages: 25 Posted: 18 Jun 2008
University of Angers - Research Group in Quantitative Saving (GREQAM), European Central Bank (ECB), Bank of Italy, Sveriges Riksbank - Monetary Policy, Vytautas Magnus University, European University Institute, Bank of Portugal - Economic Research Department, European Central Bank, J. W. Goethe University Frankfurt and National Bank of Belgium
Downloads 130 (224,583)

Abstract:

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Bridge models, Dynamic factor models, real-time data flow

2.

Short-Term Forecasting of GDP Using Large Monthly Datasets – A Pseudo Real-Time Forecast Evaluation Exercise

National Bank of Belgium Working Paper No. 133
Number of pages: 31 Posted: 03 Oct 2010
University of Angers - Research Group in Quantitative Saving (GREQAM), European Central Bank (ECB), Bank of Italy, Sveriges Riksbank - Monetary Policy, Vytautas Magnus University, European University Institute, Bank of Portugal - Economic Research Department, European Central Bank, J. W. Goethe University Frankfurt and National Bank of Belgium
Downloads 115 (246,209)
Citation 11

Abstract:

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Bridge models, Dynamic factor models, real-time data flow

3.

A Generalised Dynamic Factor Model for the Belgian Economy - Useful Business Cycle Indicators and GDP Growth Forecasts

National Bank of Belgium Working Paper No. 80
Number of pages: 46 Posted: 12 Oct 2010
Christophe Van Nieuwenhuyze
National Bank of Belgium
Downloads 57 (374,400)
Citation 124

Abstract:

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Dynamic factor model, business cycle, leading indicators, forecasting, data reduction

4.

Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise

Banque de France Working Paper No. 215
Number of pages: 29 Posted: 21 Sep 2010
affiliation not provided to SSRN, European Central Bank, Bank of Italy, Sveriges Riksbank - Monetary Policy, Vilnius university, European University Institute, Bank of Portugal - Economic Research Department, J. W. Goethe University Frankfurt, European Central Bank (ECB) and National Bank of Belgium
Downloads 30 (478,437)
Citation 5

Abstract:

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Bridge models, Dynamic factor models, real-time data flow

5.

Do Survey Indicators Let Us See the Business Cycle? A Frequency Decomposition

National Bank of Belgium Working Paper No. 131
Number of pages: 43 Posted: 03 Oct 2010
Luc Dresse and Christophe Van Nieuwenhuyze
National Bank of Belgium and National Bank of Belgium
Downloads 12 (583,297)
Citation 72

Abstract:

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Baxter-King, spectral analysis, survey indicators, correlation