Short-term forecasting for empirical economists. A survey of the recently proposed algorithms
Year of publication: |
2013-11
|
---|---|
Authors: | Camacho, Maximo ; Perez-Quiros, Gabriel ; Poncela, Pilar |
Institutions: | Banco de España |
Subject: | Forecasting | GDP growth | time series |
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Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth
Camacho, Maximo, (2009)
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Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano, (2013)
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Using sentiment surveys to predict GDP growth and stock returns
Guzman, Giselle C., (2008)
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Markov-switching dynamic factor models in real time
Camacho, Maximo, (2012)
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Extracting non-linear signals from several economic indicators
Camacho, Maximo, (2012)
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Green shoots in the euro area. A real time measure
Camacho, Maximo, (2010)
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