A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP
Year of publication: |
2007
|
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Authors: | Banbura, Marta ; Rünstler, Gerhard |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Nationaleinkommen | Prognoseverfahren | Dynamic Factor Models | filter weights | forecasting |
Series: | ECB Working Paper ; 751 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 531550796 [GVK] hdl:10419/153185 [Handle] RePEc:ecb:ecbwps:20070751 [RePEc] |
Classification: | E37 - Forecasting and Simulation ; C53 - Forecasting and Other Model Applications |
Source: |
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