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Forecasting aggregates with disaggregate variables : does boosting help to select the most relevant predictors?
Zeng, Jing - In: Journal of forecasting 36 (2017) 1, pp. 74-90
Persistent link: https://www.econbiz.de/10011729069
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How successful are dynamic factor models at forecasting output and inflation? a meta-analytic approach
Eickmeier, Sandra; Ziegler, Christina Elisabeth - In: Journal of forecasting 27 (2008) 3, pp. 237-265
Persistent link: https://www.econbiz.de/10003738609
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Are disaggregate data useful for factor analysis in forecasting French GDP?
Barhoumi, Karim; Darné, Olivier; Ferrara, Laurent - In: Journal of forecasting 29 (2010) 1/2, pp. 132-144
Persistent link: https://www.econbiz.de/10003951824
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Forecasting German GDP using alternative factor models based on large datasets
Schumacher, Christian - In: Journal of forecasting 26 (2007) 4, pp. 271-302
Persistent link: https://www.econbiz.de/10003506439
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Estimating and forecasting large panels of volatilities with approximate dynamic factor models
Luciani, Matteo; Veredas, David - In: Journal of forecasting 34 (2015) 3, pp. 163-176
Persistent link: https://www.econbiz.de/10011305278
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A dynamic factor approach to mortality modeling
French, Declan; O'Hare, Colin - In: Journal of forecasting 32 (2013) 7, pp. 587-599
Persistent link: https://www.econbiz.de/10010202173
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Short-term forecasts of French GDP : a dynamic factor model with targeted predictors
Bessec, Marie - In: Journal of forecasting 32 (2013) 6, pp. 500-511
Persistent link: https://www.econbiz.de/10009789696
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Term structure forecasting of government bond yields with latent and macroeconomic factors : do macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali; Tsukuda, Yoshihiko; Matsuda, Yasumasa - In: Journal of forecasting 32 (2013) 8, pp. 702-723
Persistent link: https://www.econbiz.de/10010344463
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The effects of disaggregation on forecasting nonstationary time series
Poncela, Pilar; García-Ferrer, Antonio - In: Journal of forecasting 33 (2014) 4, pp. 300-314
Persistent link: https://www.econbiz.de/10010425715
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In search of leading indicators of economic activity in Germany
Bandholz, Harm; Funke, Michael - In: Journal of forecasting 22 (2003) 4, pp. 277-297
Persistent link: https://www.econbiz.de/10001775826