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Comparing the DSGE model with the factor model : an out-of-sample forecasting experiment
Wang, Mu-Chun (contributor) - 2008
In this paper, we put DSGE forecasts in competition with factor forecasts. We focus on these two models since they represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic background; the factor model on the other hand is mainly...
Persistent link: https://www.econbiz.de/10003650023
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Forecasting key macroeconomic variables from a large number of predictors : a state space approach
Raknerud, Arvid (contributor); Skjerpen, Terje (contributor) - 2007
Persistent link: https://www.econbiz.de/10003473700
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Forecasting key macroeconomic variables from a large number of predictors : a state space approach
Raknerud, Arvid; Skjerpen, Terje; Swensen, Anders Rygh - In: Journal of forecasting 29 (2010) 4, pp. 367-387
Persistent link: https://www.econbiz.de/10003989760
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Uncertainty and heterogeneity in factor models forecasting
Luciani, Matteo; Monteforte, Libero - 2013
Persistent link: https://www.econbiz.de/10010351107
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Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011482273
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Forecast accuracy of small and large scale dynamic factor models in developing economies
López-Buenache, Germán - 2015 - Version: February 2015
Persistent link: https://www.econbiz.de/10011484319
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Forecasting GDP with global components : this time is different
Bjørnland, Hilde Christiane; Ravazzolo, Francesco; … - 2015
Persistent link: https://www.econbiz.de/10010501265
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Forecasting GDP with global components : this time is different
Bjørnland, Hilde Christiane; Ravazzolo, Francesco; … - 2015
Persistent link: https://www.econbiz.de/10010507819
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Nowcasting business cycles : a Bayesian approach to dynamic heterogeneous factor models
D'Agostino, Antonello; Giannone, Domenico; Lenza, Michele; … - In: Dynamic factor models, (pp. 569-594). 2016
Persistent link: https://www.econbiz.de/10011448723
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Nowcasting business cycles : a Bayesian approach to dynamic heterogeneous factor models
D'Agostino, Antonello; Giannone, Domenico; Lenza, Michele; … - 2015
Persistent link: https://www.econbiz.de/10011409519