Forecasting inflation : the use of dynamic factor analysis and nonlinear combinations
Year of publication: |
2023
|
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Authors: | Hall, Stephen G. ; Tavlas, George S. ; Wang, Yongli |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 3, p. 514-529
|
Subject: | dynamic factor models | forecast combinations | Kalman filter | rolling windows | structural breaks | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model | Inflation | Zustandsraummodell | State space model | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis |
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