Real-time nowcasting the US output gap : Singular spectrum analysis at work
Year of publication: |
January-March 2017
|
---|---|
Authors: | Carvalho, Miguelde ; Rua, António |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 1, p. 185-198
|
Subject: | Band-pass filter | Fisher | test | Multivariate singular spectrum analysis | Singular spectrum analysis | US output gap | Real-time data | Zeitreihenanalyse | Time series analysis | Bruttoinlandsprodukt | Gross domestic product | USA | United States | Produktionspotenzial | Potential output | Theorie | Theory | Schätzung | Estimation |
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