Real-time forecasting of GDP based on a large factor model with monthly and quarterly data
Year of publication: |
2006
|
---|---|
Authors: | Schumacher, Christian ; Breitung, Jörg |
Institutions: | Deutsche Bundesbank |
Subject: | monthly GDP | EM algorithm | principal components | factor models |
-
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data
Schumacher, Christian, (2006)
-
New Monthly Estimation Approach for Nowcasting GDP Growth: The Case of Japan
Hara, Naoko, (2013)
-
Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data
Bańbura, Marta, (2010)
- More ...
-
Kaufmann, Sylvia, (2012)
-
Forecasting German GDP using alternative factor models based on large datasets
Schumacher, Christian, (2005)
-
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP
Marcellino, Massimiliano, (2007)
- More ...