Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Massimiliano Marcellino, Mario Porqueddu and Fabrizio Venditti
| Year of publication: |
January 2016
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| Authors: | Marcellino, Massimiliano ; Porqueddu, Mario ; Venditti, Fabrizio |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 34.2016, 1, p. 118-127
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| Subject: | Business cycle | Mixed-frequency data | Nonlinear models | Nowcasting | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Gross domestic product | Konjunktur | Theorie | Theory | Volatilität | Volatility | Frühindikator | Leading indicator | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Stochastischer Prozess | Stochastic process | Wirtschaftsprognose | Economic forecast | Nichtlineare Regression | Nonlinear regression | EU-Staaten | EU countries | Wirtschaftsindikator | Economic indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1006773 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011691233