Showing 1 - 6 of 6
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 via principal component analysis to determine the factors, which enter a dynamic model for German GDP. The model is compared with alternative univariate...
Persistent link: https://www.econbiz.de/10010295521
Persistent link: https://www.econbiz.de/10001712909
Persistent link: https://www.econbiz.de/10001884435
Persistent link: https://www.econbiz.de/10002419372
Persistent link: https://www.econbiz.de/10003398310
Persistent link: https://www.econbiz.de/10013430497