Feeding large econometric models by a mixed approach of classical decomposition of series and dynamic factor analysis : application to Wharton-UAM model
Alternative title: | Alimentando grandes modelos econométricos mediante la combinación de la descomposición clásica de series y el análisis factorial dinámico : una aplicación para el modelo Wharton-UAM |
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Year of publication: |
Mayo 2015
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Authors: | Moral Carcedo, Julián ; Pérez Garcia, Julian |
Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 33.2015, 2, p. 487-512
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Subject: | Long-Term Forecast | World Growth | Structural Models | Dynamic Factor Analysis | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model | Makroökonometrie | Macroeconometrics | Dynamische Wirtschaftstheorie | Economic dynamics | Welt | World | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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