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Testing Predicitive Ability of Business Cycle Indicators for the Euro Area
Ziegler, Christina - 2009
. Indicators arecompared by means of an in-sample and an out-of-sample forecasting experiment.Predictive accuracy is compared by …
Persistent link: https://www.econbiz.de/10010312099
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Predictive ability of business cycle indicators under test : a case study for the Euro Area industrial production
Carstensen, Kai; Wohlrabe, Klaus; Ziegler, Christina … - 2010
to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing …
Persistent link: https://www.econbiz.de/10003952110
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Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
Carstensen, Kai; Wohlrabe, Klaus; Ziegler, Christina - CESifo - 2010
to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing …
Persistent link: https://www.econbiz.de/10008498989
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Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
Carstensen, Kai; Wohlrabe, Klaus; Ziegler, Christina - Volkswirtschaftliche Fakultät, … - 2010
to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing …
Persistent link: https://www.econbiz.de/10008472808
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Testing Predicitive Ability of Business Cycle Indicators for the Euro Area
Ziegler, Christina - ifo Leibniz-Institut für Wirtschaftsforschung an der … - 2009
. Indicators arecompared by means of an in-sample and an out-of-sample forecasting experiment.Predictive accuracy is compared by …
Persistent link: https://www.econbiz.de/10005046838
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Predictive Ability of Business Cycle Indicators under Test - A Case Study for the Euro Area Industrial Production
Carstensen, Kai; Wohlrabe, Klaus; Ziegler, Christina - In: Journal of Economics and Statistics (Jahrbuecher fuer … 231 (2011) 1, pp. 82-106
to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing …
Persistent link: https://www.econbiz.de/10008854421
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Likelihood-based Analysis for Dynamic Factor Models
Jungbacker, Borus; Koopman, Siem Jan - 2008
We present new results for the likelihood-based analysis of the dynamic factor model that possibly includes intercepts and explanatory variables. The latent factors are modelled by stochastic processes. The idiosyncratic disturbances are specified as autoregressive processes with mutually...
Persistent link: https://www.econbiz.de/10010325750
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The generalized dynamic factor model: One-sided estimation and forecasting
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - 2003
This Paper proposes a new forecasting method that exploits information from a large panel of time series. The method is …
Persistent link: https://www.econbiz.de/10010328558
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Likelihood-based analysis for dynamic factor models
Jungbacker, Borus; Koopman, Siem Jan - 2008
We present new results for the likelihood-based analysis of the dynamic factor model that possibly includes intercepts and explanatory variables. The latent factors are modelled by stochastic processes. The idiosyncratic disturbances are specified as autoregressive processes with mutually...
Persistent link: https://www.econbiz.de/10011373811
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Likelihood-based Analysis for Dynamic Factor Models
Jungbacker, Borus; Koopman, Siem Jan - Tinbergen Institute - 2008
We present new results for the likelihood-based analysis of the dynamic factor model that possibly includes intercepts and explanatory variables. The latent factors are modelled by stochastic processes. The idiosyncratic disturbances are specified as autoregressive processes with mutually...
Persistent link: https://www.econbiz.de/10005137376