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Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
Zhou, Xiaocong; Nakajima, Jouchi; West, Mike - In: International journal of forecasting 30 (2014) 4, pp. 963-980
Persistent link: https://www.econbiz.de/10010517774
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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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Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
Bańbura, Marta; Giannone, Domenico; Lenza, Michele - In: International journal of forecasting 31 (2015) 3, pp. 739-756
Persistent link: https://www.econbiz.de/10011474544
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A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea; Galvão, Ana Beatriz C.; Kapetanios, … - In: International journal of forecasting 35 (2019) 4, pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
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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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Multi-population mortality projection : the augmented common factor model with structural breaks
Wang, Pengjie; Pantelous, Athanasios A.; Vahid, Farshid - In: International journal of forecasting 39 (2023) 1, pp. 450-469
Persistent link: https://www.econbiz.de/10014462791
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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