Nowcasting business cycles : a Bayesian approach to dynamic heterogeneous factor models
Year of publication: |
2016
|
---|---|
Authors: | D'Agostino, Antonello ; Giannone, Domenico ; Lenza, Michele ; Modugno, Michele |
Published in: |
Dynamic factor models. - Bingley : Emerald, ISBN 978-1-78560-353-2. - 2016, p. 569-594
|
Subject: | Konjunktur | Business cycle | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Dynamische Wirtschaftstheorie | Economic dynamics | Faktorenanalyse | Factor analysis | Wirtschaftsprognose | Economic forecast |
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