Showing 1 - 10 of 23
We show that an extension of the Markov-switching dynamic factor models that accounts for the specificities of the day to day monitoring of economic developments such as ragged edges, mixed frequencies and data revisions is a good tool to forecast the Euro area recessions in real time. We...
Persistent link: https://www.econbiz.de/10013140030
Persistent link: https://www.econbiz.de/10011935943
Persistent link: https://www.econbiz.de/10003753216
Persistent link: https://www.econbiz.de/10003385864
Persistent link: https://www.econbiz.de/10011391943
Persistent link: https://www.econbiz.de/10011339427
Persistent link: https://www.econbiz.de/10010424837
Persistent link: https://www.econbiz.de/10003732906
Persistent link: https://www.econbiz.de/10011448669
Persistent link: https://www.econbiz.de/10002081629