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Forecasting with approximate dynamic factor models : the role of non-pervasive shocks
Luciani, Matteo - In: International journal of forecasting 30 (2013) 1, pp. 20-29
Persistent link: https://www.econbiz.de/10010243647
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Growth in stress
González-Rivera, Gloria; Maldonado, Javier; Ruiz, Esther - In: International journal of forecasting 35 (2019) 3, pp. 948-966
Persistent link: https://www.econbiz.de/10012305193
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Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Kim, Hyun Hak; Swanson, Norman R. - In: International journal of forecasting 34 (2018) 2, pp. 339-354
Persistent link: https://www.econbiz.de/10012030940
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Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
Schumacher, Christian; Breitung, Jörg - In: International journal of forecasting 24 (2008) 3, pp. 386-398
Persistent link: https://www.econbiz.de/10003764088
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Macroeconomic forecasting using structural factor analysis
Liu, Dandan; Jansen, Dennis W. - In: International journal of forecasting 23 (2007) 4, pp. 655-677
Persistent link: https://www.econbiz.de/10003616085
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Forecasting national activity using lots of international predictors : an application to New Zealand
Eickmeier, Sandra; Ng, Tim - In: International journal of forecasting 27 (2011) 2, pp. 496-511
Persistent link: https://www.econbiz.de/10009247456
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Discussion of "Forecasting macroeconomic variables using collapsed dynamic factor analysis" by Falk Bräuning and Siem Jan Koopman
Mitchell, James - In: International journal of forecasting 30 (2014) 3, pp. 585-588
Persistent link: https://www.econbiz.de/10010513602
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Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk; Koopman, Siem Jan - In: International journal of forecasting 30 (2014) 3, pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
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A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
Foroni, Claudia; Marcellino, Massimiliano - In: International journal of forecasting 30 (2014) 3, pp. 554-568
Persistent link: https://www.econbiz.de/10010513618
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Forecasting macroeconomic time series : LASSO-based approaches and their forecast combinations with dynamic factor models
Li, Jiahan; Chen, Weiye - In: International journal of forecasting 30 (2014) 4, pp. 996-1015
Persistent link: https://www.econbiz.de/10010517772