Tim Ng

Bank for International Settlements

Senior Economist

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS

244

CITATIONS
Rank 39,907

SSRN RANKINGS

Top 39,907

in Total Papers Citations

4

Scholarly Papers (3)

1.

The Predictive Content of Financial Cycle Measures for Output Fluctuations

BIS Quarterly Review, June 2011
Number of pages: 13 Posted: 31 Aug 2012
Tim Ng
Bank for International Settlements
Downloads 175 (160,552)
Citation 1

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How Do Credit Supply Shocks Propagate Internationally? A Gvar Approach

Bundesbank Series 1 Discussion Paper No. 2011,27
Number of pages: 64 Posted: 08 Jun 2016
Sandra Eickmeier and Tim Ng
Deutsche Bundesbank and Bank for International Settlements
Downloads 53 (361,362)
Citation 1

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international business cycles, credit supply shocks, trade and financial integration, Global VAR, sign restrictions

How do Credit Supply Shocks Propagate Internationally? A GVAR Approach

CEPR Discussion Paper No. DP8720
Number of pages: 48 Posted: 22 Dec 2011
Sandra Eickmeier and Tim Ng
Deutsche Bundesbank and Bank for International Settlements
Downloads 7 (587,585)
Citation 1
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credit supply shocks, global VAR, international business cycles, sign restrictions, trade and financial integration

3.

Forecasting National Activity Using Lots of International Predictors: An Application to New Zealand

Bundesbank Series 1 Discussion Paper No. 2009,11
Number of pages: 60 Posted: 08 Jun 2016
Sandra Eickmeier and Tim Ng
Deutsche Bundesbank and Bank for International Settlements
Downloads 9 (551,757)
Citation 2

Abstract:

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Forecasting, factor models, shrinkage methods, principal components, targeted predictors, weighted principal components, partial least squares