Rünstler, G.; Barhoumi, K.; Benk, S.; Cristadoro, R.; … - In: Journal of Forecasting 28 (2009) 7, pp. 595-611
This paper performs a large-scale forecast evaluation exercise to assess the performance of different models for the short-term forecasting of GDP, resorting to large datasets from ten European countries. Several versions of factor models are considered and cross-country evidence is provided....