Dynamic Factor Models & Bayesian Averaging of Classical Estimates in Forecasting Macroeconomic Indicators with Application of Survey Data
Year of publication: |
2016
|
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Authors: | Białowolski, Piotr |
Other Persons: | Kuszewski, Tomasz (contributor) ; Witkowski, Bartosz (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Wirtschaftsindikator | Economic indicator | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Wirtschaftsprognose | Economic forecast | Schätzung | Estimation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (102 p) |
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Series: | National Bank of Poland Working Paper ; No. 191 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 18, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2648836 [DOI] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; c38 ; C83 - Survey Methods; Sampling Methods ; E32 - Business Fluctuations; Cycles ; E37 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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