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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 - 2009
number of factors in the forecasting regression, the benefits of combining factor-based forecasts and the choice of the … dataset from which to extract the factors remain partly unaddressed. This paper provides a comprehensive empirical …
Persistent link: https://www.econbiz.de/10011605097
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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 - European Central Bank - 2009
number of factors in the forecasting regression, the benefits of combining factor-based forecasts and the choice of the … dataset from which to extract the factors remain partly unaddressed. This paper provides a comprehensive empirical …
Persistent link: https://www.econbiz.de/10005002811
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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. 736-752
number of factors in the forecasting regression, the benefits of combining factor‐based forecasts and the choice of the … dataset from which to extract the factors remain partly unaddressed. This paper provides a comprehensive empirical …
Persistent link: https://www.econbiz.de/10010990716