Christophe Van Nieuwenhuyze

National Bank of Belgium

Research Department

Boulevard de Berlaimont 14

B-1000 Brussels, 1000

Belgium

SCHOLARLY PAPERS

5

DOWNLOADS

381

SSRN CITATIONS
Rank 5,704

SSRN RANKINGS

Top 5,704

in Total Papers Citations

8

CROSSREF CITATIONS

198

Scholarly Papers (5)

1.

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 146 (216,368)
Citation 11

Abstract:

Loading...

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

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 133 (233,133)

Abstract:

Loading...

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 60 (384,669)
Citation 124

Abstract:

Loading...

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 (503,713)
Citation 6

Abstract:

Loading...

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 (614,617)
Citation 72

Abstract:

Loading...

Baxter-King, spectral analysis, survey indicators, correlation