Christophe Van Nieuwenhuyze

National Bank of Belgium

Research Department

Boulevard de Berlaimont 14

B-1000 Brussels, 1000

Belgium

  • National Bank of Belgium

SCHOLARLY PAPERS

5

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435

SSRN CITATIONS
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in Total Papers Citations

9

CROSSREF CITATIONS

198

Scholarly Papers (5)

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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
Karim Barhoumi, Szilard Benk, Riccardo Cristadoro, Ard den Reijer, Audrone Jakaitiene, Piotr Jelonek, Antonio Rua, Gerhard Rünstler, Karsten Ruth and Christophe Van Nieuwenhuyze
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 185 (202,614)
Citation 11

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

ECB Occasional Paper No. 84
Number of pages: 25 Posted: 18 Jun 2008
Karim Barhoumi, Szilard Benk, Riccardo Cristadoro, Ard den Reijer, Audrone Jakaitiene, Piotr Jelonek, Antonio Rua, Gerhard Rünstler, Karsten Ruth and Christophe Van Nieuwenhuyze
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 (266,369)

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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 70 (403,436)
Citation 124

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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
Barhoumi Karim, Gerhard Rünstler, Riccardo Cristadoro, Ard den Reijer, Audrone Jakaitiene, Piotr Jelonek, Antonio Rua, Karsten Ruth, Szilard Benk and Christophe Van Nieuwenhuyze
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 33 (554,066)
Citation 7

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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 14 (679,851)
Citation 72

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Baxter-King, spectral analysis, survey indicators, correlation