Short-Term GDP Forecasting with a Mixed Frequency Dynamic Factor Model with Stochastic Volatility
Year of publication: |
2014
|
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Authors: | Marcellino, Massimiliano Giuseppe |
Other Persons: | Porqueddu, Mario (contributor) ; Venditti, Fabrizio (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Theorie | Theory | Frühindikator | Leading indicator | Stochastischer Prozess | Stochastic process | Faktorenanalyse | Factor analysis | EU-Staaten | EU countries | Eurozone | Euro area | Wirtschaftsprognose | Economic forecast |
Extent: | 1 Online-Ressource (61 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 30, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2221327 [DOI] |
Classification: | E32 - Business Fluctuations; Cycles ; C22 - Time-Series Models ; E27 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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