Real-time nowcasting of nominal GDP with structural breaks
Year of publication: |
April 2016
|
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Authors: | Barnett, William A. ; Chauvet, Marcelle ; Leiva-Leon, Danilo |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 191.2016, 2, p. 312-324
|
Subject: | Mixed frequency | Ragged edges | Real-time | Nowcasting | Missing data | Nonlinear | Structural breaks | Dynamic factor | Monetary Policy | Strukturbruch | Structural break | Geldpolitik | Monetary policy | Prognoseverfahren | Forecasting model | Nationaleinkommen | National income | Bruttoinlandsprodukt | Gross domestic product | Theorie | Theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Eurozone | Euro area | Frühindikator | Leading indicator |
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