Siliverstovs, Boriss; Kholodilin, Konstantin A. - In: Journal of Economics and Statistics (Jahrbuecher fuer … 232 (2012) 4, pp. 429-444
This study utilizes the dynamic factor model of Giannone et al. (2008) in order to make now-/ forecasts of GDP quarter-on-quarter growth rate in Switzerland. It also assesses the informational content of macroeconomic data releases for forecasting of the Swiss GDP. We find that the factor model...
