Integrating quarterly data into a dynamic factor model of US monthly GDP
Year of publication: |
July 2017
|
---|---|
Authors: | Vlavonou, Firmin ; Gordon, Stephen F. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 4, p. 325-336
|
Subject: | Dynamic factor model | Interpolated data | Markov switching and Metropolis | MCMC and Data augmentation | Unobserved monthly GDP | Schätzung | Estimation | Nationaleinkommen | National income | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model | EU-Staaten | EU countries |
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