Hyper-parameterised dynamic regressions for nowcasting Spanish GDP growth in real time
David De Antonio Liedo, Elena Fernández Muñoz
| Year of publication: |
2017
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|---|---|
| Authors: | Antonio Liedo, David de ; Fernández Muñoz, Elena |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 7.2017, 1/2, p. 5-42
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| Subject: | Bayesian shrinkage | co-movements | mixed estimation | prior elicitation | dynamic factor models | nowcasting plugin | JDemetra+ | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Spanien | Spain | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Wirtschaftswachstum | Economic growth | Nationaleinkommen | National income | Theorie | Theory | Frühindikator | Leading indicator | Wirtschaftsprognose | Economic forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011713547