An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies
Year of publication: |
2015
|
---|---|
Authors: | Camba-Méndez, Gonzalo ; Kapetanios, George ; Papailias, Fotis ; Weale, Martin R. |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Bayesian shrinkage regression | dynamic factor model | euro area | forecasting | Kalman filter | partial least squares |
Series: | ECB Working Paper ; 1773 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-1586-1 |
Other identifiers: | 824600665 [GVK] hdl:10419/154206 [Handle] RePEc:ecb:ecbwps:20151773 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
-
Nowcasting GDP with a large factor model space
Eraslan, Sercan, (2019)
-
Nowcasting GDP with a large factor model space
Eraslan, Sercan, (2019)
-
A new index of financial conditions
Koop, Gary, (2014)
- More ...
-
Camba-Méndez, Gonzalo, (2015)
-
Camba-Mendez, Gonzalo, (2014)
-
Camba-Mendez, Gonzalo, (2015)
- More ...