A multi-country approach to forecasting output growth using PMIs
Year of publication: |
June 2016
|
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Authors: | Chudik, Alexander ; Grossman, Valerie ; Pesaran, M. Hashem |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 2, p. 349-365
|
Subject: | Global VAR | High-dimensional VAR | Augmented GVAR | Forecasting | Nowcasting | Data-rich methods | GDP and PMIs | Bruttoinlandsprodukt | Gross domestic product | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Nationaleinkommen | National income | Prognose | Forecast | Wirtschaftswachstum | Economic growth | Frühindikator | Leading indicator | Welt | World |
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