印尼区域经济增长预测

Q2 Economics, Econometrics and Finance Buletin Ekonomi Moneter dan Perbankan Pub Date : 2022-11-30 DOI:10.21098/bmeb.v25i3.1815

Jesica Nauli Br. Siringo Ringo, A. Monika

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引用次数: 1

摘要

本研究旨在预测印度尼西亚省级地区国内生产总值。将动态因素模型和混合数据抽样应用于三组变量；即宏观经济、金融和谷歌趋势。我们发现，这两种方法都捕捉到了几次经济扩张和收缩，包括最近新冠肺炎大流行期间的低迷。通过将疫情期间包括在内，同一组变量和省份的准确性略有下降。

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NOWCASTING REGIONAL ECONOMIC GROWTH IN INDONESIA

This study aims to nowcast gross regional domestic product at the provincial level for Indonesia. The dynamic factor model and mixed data sampling were applied to three sets of variables; namely, macroeconomic, financial, and Google Trends. We find that both methods captured several economic expansions and contractions, including the recent downturn during the COVID-19 pandemic. By including the pandemic period, accuracy across the same set of variables and provinces was slightly reduced.

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