Nowcasting Indonesia's GDP Growth Using Dynamic Factor Model: Are Fiscal Data Useful?

Alifatussaadah, Ardiana and Primariesty, Anindya Diva and Soleh, Agus Mohamad and Andriansyah, Andriansyah (2020) Nowcasting Indonesia's GDP Growth Using Dynamic Factor Model: Are Fiscal Data Useful? In: Proceedings of the 1st International Conference on Statistics and Analytics, ICSA 2019, 2-3 August 2019, Bogor, Indonesia.

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Abstract

Since introduced by Giannone et. al., GDP nowcasting models have been used in many countries, including Indonesia. Variables to select usually include housing and construction, income, manufacturing, labor, surveys, international trade, retails and consumptions. Interestingly, fiscal variables are e

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 12:54
Last Modified: 17 Apr 2026 12:25
URI: http://eprints.eai.eu/id/eprint/27007

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