Data of Sectoral Financial Flows as a High-Frequency Indicator of Economic Activity
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Abstract
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DOI: 10.31477/rjmf.202102.28
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References listed on IDEAS
- Sergey Seleznev & Natalia Turdyeva & Ramis Khabibullin & Anna Tsvetkova, 2020. "Seasonal adjustment of the Bank of Russia Payment System financial flows data," Bank of Russia Working Paper Series wps65, Bank of Russia.
- Sean J. Taylor & Benjamin Letham, 2018. "Forecasting at Scale," The American Statistician, Taylor & Francis Journals, vol. 72(1), pages 37-45, January.
- Valentina Aprigliano & Guerino Ardizzi & Libero Monteforte, 2017. "Using the payment system data to forecast the Italian GDP," Temi di discussione (Economic working papers) 1098, Bank of Italy, Economic Research and International Relations Area.
- Ramis Khbaibullin & Sergei Seleznev, 2020. "Stochastic Gradient Variational Bayes and Normalizing Flows for Estimating Macroeconomic Models," Bank of Russia Working Paper Series wps61, Bank of Russia.
- Ollech, Daniel, 2018. "Seasonal adjustment of daily time series," Discussion Papers 41/2018, Deutsche Bundesbank.
- Aleksey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Natalia Turdyeva & Dmitry Chernyadyev, 2020. "Assessing the Consequences of the Pandemic for the Russian Economy Through an Input-Output Model," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 3-17, December.
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Cited by:
- Michael Zhemkov, 2022. "Assessment of Monthly GDP Growth Using Temporal Disaggregation Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 81(2), pages 79-104, June.
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More about this item
Keywords
Bank of Russia payment system; high-frequency data; sectoral financial flows; nowcasting; coronacrisis;All these keywords.
JEL classification:
- C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
- C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
Statistics
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