Showing 1 - 10 of 49
Summary This paper discusses a large-scale factor model for the German economy, Following the recent literature, a data set of 121 time series is used to determine the factors by principal component analysis. The factors enter a linear dynamic model for German GDP. To evaluate its empirical...
Persistent link: https://www.econbiz.de/10014608996
Persistent link: https://www.econbiz.de/10000621147
Persistent link: https://www.econbiz.de/10000645216
Persistent link: https://www.econbiz.de/10000018631
Persistent link: https://www.econbiz.de/10003075520
Persistent link: https://www.econbiz.de/10003316429
Persistent link: https://www.econbiz.de/10008860479