Macroeconomic forecasting using approximate factor models with outliers
Ray Yeutien Chou, Tso-Jung Yen, Yu-Min Yen
| Year of publication: |
2020
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|---|---|
| Authors: | Chou, Ray Yeutien ; Yen, Tso-Jung ; Yen, Yu-min |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 36.2020, 2, p. 267-291
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| Subject: | Approximate factor model | Macroeconomic forecast | Multivariate time series | Outlier | Principal component analysis | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Faktorenanalyse | Factor analysis | Theorie | Theory | Hauptkomponentenanalyse | Multivariate Analyse | Multivariate analysis | Frühindikator | Leading indicator | VAR-Modell | VAR model |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1327-1328 |
| Other identifiers: | 10.1016/j.ijforecast.2019.04.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012414745