Forecasting and nowcasting economic growth in the euro area using factor models
Year of publication: |
October-December 2016
|
---|---|
Authors: | Hindrayanto, Irma ; Koopman, Siem Jan ; Winter, Jasper de |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 4, p. 1284-1305
|
Subject: | Factor models | Dynamic analysis | State space method | Kalman filter | Forecasting competition | Real-time data | Mixed frequency | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | EU-Staaten | EU countries | Frühindikator | Leading indicator | Wirtschaftswachstum | Economic growth | Schätzung | Estimation | Faktorenanalyse | Factor analysis |
-
Nowcasting and forecasting economic growth in the euro area using principal components
Hindrayanto, Irma, (2014)
-
Nowcasting and forecasting economic growth in the Euro area using principal components
Hindrayanto, Irma, (2014)
-
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan, (2023)
- More ...
-
Joint Decomposition of Business and Financial Cycles : Evidence from Eight Advanced Economies*
Winter, Jasper de, (2021)
-
Nowcasting and forecasting economic growth in the euro area using principal components
Hindrayanto, Irma, (2014)
-
Nowcasting and forecasting economic growth in the Euro area using principal components
Hindrayanto, Irma, (2014)
- More ...