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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

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

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

Persistent link: https://www.econbiz.de/10005002811

A Review of Forecasting Techniques for Large Data Sets

Eklund, Jana; Kapetanios, George - In: National Institute Economic Review 203 (2008) 1, pp. 109-115

This paper aims to provide a brief and relatively non-technical overview of state-of-the-art forecasting with large data sets. We classify existing methods into four groups depending on whether data sets are used wholly or partly, whether a single model or multiple models are used and whether a...

Persistent link: https://www.econbiz.de/10010631074