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Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - In: Journal of forecasting 30 (2011) 8, pp. 736-753
Persistent link: https://www.econbiz.de/10009802951
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Forecasting euro area inflation using dynamic factor measures of underlying inflation
Camba-Mendez, Gonzalo; Kapetanios, George - In: Journal of forecasting 24 (2005) 7, pp. 491-504
Persistent link: https://www.econbiz.de/10006874403