Timeline for Which econometric indices are best for macroeconomic variables?
Current License: CC BY-SA 3.0
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| Jun 29, 2017 at 6:13 | review | Close votes | |||
| Jul 4, 2017 at 14:38 | |||||
| Feb 17, 2015 at 21:20 | vote | accept | Jim Johnson | ||
| Feb 15, 2015 at 21:11 | history | tweeted | twitter.com/#!/StackStats/status/567068704635387904 | ||
| Feb 13, 2015 at 3:06 | answer | added | Graeme Walsh | timeline score: 2 | |
| Feb 12, 2015 at 23:14 | history | edited | Jim Johnson | CC BY-SA 3.0 |
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| Feb 12, 2015 at 21:22 | comment | added | Aksakal | @JimJohnson, I posetd my answer, but have to agree with those who say it's an open ended question. It's basically like asking "how one builds a racing car?". You can write books on this subject. | |
| Feb 12, 2015 at 21:20 | answer | added | Aksakal | timeline score: 1 | |
| Feb 12, 2015 at 21:09 | history | rollback | whuber♦ |
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| Feb 12, 2015 at 21:03 | history | edited | Jim Johnson | CC BY-SA 3.0 |
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| Feb 11, 2015 at 16:27 | history | edited | Jim Johnson | CC BY-SA 3.0 |
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| Feb 11, 2015 at 16:11 | history | edited | Jim Johnson | CC BY-SA 3.0 |
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| Feb 10, 2015 at 20:19 | history | edited | Jim Johnson | CC BY-SA 3.0 |
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| Feb 10, 2015 at 20:11 | history | edited | Jim Johnson | CC BY-SA 3.0 |
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| Feb 10, 2015 at 20:10 | comment | added | Jim Johnson | @javlacalle Thank you. I would like to get an index. I am trying to create an index to signify upcoming recessions. Using autoregressive models wouldn't be suitable for this type of analysis. | |
| Feb 10, 2015 at 20:04 | history | edited | Jim Johnson | CC BY-SA 3.0 |
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| Feb 10, 2015 at 19:33 | history | edited | Nick Cox | CC BY-SA 3.0 |
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| Feb 10, 2015 at 18:42 | comment | added | javlacalle | The Laspeyres index is typically used to measure how relative prices and quantities evolve over time. If your data are prices then this approach would be helpful. If your variables are GDP, employment,... I don't see what kind of Laspeyres index you could build. | |
| Feb 10, 2015 at 18:39 | comment | added | javlacalle | What is the purpose of your analysis? Do you want to extract a latent common factor in your macroeconomic data. If so, a dynamic factor model and the work by Stock and Watson can be helpful. What do you mean by there is no clear way to mimic their procedures? Do you want to get some kind of index, average or trend-cycle component for each time series? In that case, you could use univariate time series models such as ARIMA models or structural time series models. | |
| Feb 10, 2015 at 17:51 | history | edited | Jim Johnson | CC BY-SA 3.0 |
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| Feb 10, 2015 at 17:24 | history | edited | Jim Johnson | CC BY-SA 3.0 |
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| Feb 10, 2015 at 17:20 | history | reopened | whuber♦ | ||
| Feb 10, 2015 at 17:13 | history | edited | Jim Johnson | CC BY-SA 3.0 |
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| Feb 10, 2015 at 17:04 | comment | added | whuber♦ | It's getting there, but the current version seems rather broad. Are there particular characteristics of your 25 variables you could cite that would help people narrow the possible answers? | |
| Feb 10, 2015 at 17:00 | history | edited | Jim Johnson | CC BY-SA 3.0 |
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| Feb 10, 2015 at 16:38 | history | edited | Jim Johnson | CC BY-SA 3.0 |
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| Feb 10, 2015 at 16:13 | review | Reopen votes | |||
| Feb 10, 2015 at 16:27 | |||||
| Feb 10, 2015 at 16:07 | comment | added | Nick Cox | Open-ended meant, and means, that on Stack Overflow questions of the form "please show me code" do not go down well. I have to guess that you would be better off in a macroeconomics/econometrics forum, but I don't know which or even whether they exist. | |
| Feb 10, 2015 at 15:57 | history | edited | Jim Johnson | CC BY-SA 3.0 |
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| Feb 10, 2015 at 15:00 | comment | added | Jim Johnson | How is it an open ended question? I am asking for examples or documentation of conducting macroeconomic forecasts using diffusion indexes. I have gave a brief explanation of my hypothesis. If its an issue of citation, no worries I will cite accordingly. Thanks | |
| Feb 10, 2015 at 2:57 | history | closed |
Andy gung - Reinstate Monica Nick Cox Sycorax♦ John |
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| Feb 10, 2015 at 1:34 | history | edited | Nick Cox | CC BY-SA 3.0 |
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| Feb 10, 2015 at 1:32 | comment | added | Nick Cox | Cross-posted on SO and closed there. stackoverflow.com/questions/28420901/… Please don't cross-post! Unfortunately in my view this question fits neither forum well. SO expects code-specific questions, not open-ended requests for code. CV expects specific statistical questions. Requests for code are off-topic here; there is also a flavour of asking for references. There may be scope for increasing the statistical element of this question. Is "e.g." intended by "i.e."? | |
| Feb 10, 2015 at 1:28 | comment | added | Glen_b | @gung I read it as asking for "examples", which may include code, but may instead be examples in papers. I don't see how merely mentioning code as one possible way of giving an example makes this off topic. | |
| Feb 10, 2015 at 0:47 | comment | added | gung - Reinstate Monica | I'm voting to close this question as off-topic because it is asking for code. | |
| Feb 10, 2015 at 0:33 | review | Close votes | |||
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| Feb 9, 2015 at 23:58 | review | First posts | |||
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| Feb 9, 2015 at 23:54 | history | asked | Jim Johnson | CC BY-SA 3.0 |