Weighted-covariance factor decomposition of VARMA models applied to forecasting quarterly U.S. real GDP at monthly intervals
Peter A. Zadrozny (Bureau of Labor Statistics), Baoline Chen (Bureau of Economic Analysis)
| Year of publication: |
2019
|
|---|---|
| Authors: | Zadrozny, Peter A. ; Chen, Baoline |
| Publisher: |
Washington, DC : U.S. Department of Labor, U.S. Bureau of Labor Statistics, Office of Prices and Living Conditions |
| Subject: | principal-components-type decomposition of multivariate time-series models | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | USA | United States | Dekompositionsverfahren | Decomposition method | VAR-Modell | VAR model | Nationaleinkommen | National income | ARMA-Modell | ARMA model | Theorie | Theory | Bruttoinlandsprodukt | Gross domestic product |
freely available
| Extent: | 1 Online-Ressource (circa 33 Seiten) Illustrationen |
|---|---|
| Series: | BLS working papers. - Washington, DC, ZDB-ID 2105190-2. - Vol. 516 (September 2019) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012116268