Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - 2009
Datasets ; Forecast Combinations …,thesixlargesteuroareacountries,andtheUK.
Keywords: Factors, Large Datasets, Forecast Combinations
JEL: C100,C150,C530
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ECB
Working Paper Series No 1051
May 2009
5
ECB … the information in the large data set in a limited number
of factors which are then used to forecast. The second is …