Martinsen, Kjetil; Ravazzolo, Francesco; Wulfsberg, Fredrik - In: International Journal of Forecasting 30 (2014) 1, pp. 65-77
We construct factor models based on disaggregate survey data for forecasting national aggregate macroeconomic variables. Our methodology applies regional and sectoral factor models to Norges Bank’s regional survey and to the Swedish Business Tendency Survey. The analysis identifies which of...