Long-term forecasting of El Niño events via dynamic factor simulations
Mengheng Li, Siem Jan Koopman, Rutger Lit, Desislava Petrova
| Year of publication: |
2020
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|---|---|
| Authors: | Li, Mengheng ; Koopman, Siem Jan ; Lit, Rutger ; Petrova, Desislava |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 214.2020, 1, p. 46-66
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| Subject: | Climate econometrics | Dynamic models | Factor models | Kalman filter | Long-term forecast | Multivariate time series | Simulation smoothing | Unobserved components | Prognoseverfahren | Forecasting model | Simulation | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Dynamische Wirtschaftstheorie | Economic dynamics | Faktorenanalyse | Factor analysis | Wirtschaftsprognose | Economic forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012438104