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Forecasting recovery from COVID-19 using financial data: An application to Vietnam

We develop a new methodology to nowcast the effects of the COVID-19 crisis on GDP and forecast its evolution in small, export-oriented countries. To this aim, we exploit variation in financial indexes at the industry level in the early stages of the crisis and relate them to the expected duration of...

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Detalles Bibliográficos
Autores principales: Lastunen, Jesse, Richiardi, Matteo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Author(s). Published by Elsevier Ltd. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10030335/
https://www.ncbi.nlm.nih.gov/pubmed/36987404
http://dx.doi.org/10.1016/j.wdp.2023.100503