nowcasting and forecasting purposes. Given a dynamic factor model as the data generation process, we provide Monte Carlo evidence …This discussion paper resulted in an article in the <I>International Journal of Forecasting</I> (2014). Volume 30 …, pages 572-584.<P> We explore a new approach to the forecasting of macroeconomic variables based on a dynamic factor state …

We explore a new approach to the forecasting of macroeconomic variables based on a dynamic factor state space analysis … frequency and the panel of macroeconomic variables is at a high frequency, we can use our approach for both nowcasting and … forecasting purposes. Given a dynamic factor model as the data generation process, we provide Monte Carlo evidence for the finite …

, pages 683-713.<P> This paper discusses identification, specification, estimation and forecasting for a general class of … formulations are introduced for exact maximum likelihood estimation, component estimation and forecasting. Identification issues …

This paper discusses identification, specification, estimation and forecasting for a general class of periodic … formulations are introduced for exact maximum likelihood estimation, component estimation and forecasting. Identification issues …