High-mixed-frequency dynamic latent factor forecasting models for GDP in the Philippines
Alternative title: | Modelos de factores dinámicos latentes con datos mixtos de alta frecuencia aplicados a la predicción del PIB en Filipinas |
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Year of publication: |
Mayo 2015
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Authors: | Mariano, Roberto S. ; Ozmucur, Suleyman |
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. 451-462
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Subject: | Latent Factor Models | Mixed-Frequency Data | High-Frequency Forecasting | Business Condition Indexes | Leading Economic Indicator Systems | Financial Econometrics | Asian GDP Growth and Inflation | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Wirtschaftsindikator | Economic indicator | Nationaleinkommen | National income | Philippinen | Philippines | Frühindikator | Leading indicator | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Inflation |
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