Daily News Sentiment and Monthly Surveys : A Mixed-Frequency Dynamic Factor Model for Nowcasting Consumer Confidence
Year of publication: |
[2021]
|
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Authors: | Algaba, Andres ; Borms, Samuel ; Boudt, Kris ; Verbeken, Brecht |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Verbrauchervertrauensindex | Consumer confidence index | Konsumentenverhalten | Consumer behaviour | Faktorenanalyse | Factor analysis | Frühindikator | Leading indicator | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 24, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3609297 [DOI] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; c55 |
Source: | ECONIS - Online Catalogue of the ZBW |
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