Aggregate versus disaggregate information in dynamic factor models
Rocio Alvarez, Maximo Camacho, Gabriel Perez-Quiros
| Year of publication: |
July-September 2016
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|---|---|
| Authors: | Álvarez, Rocío ; Camacho, Maximo ; Pérez-Quirós, Gabriel |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 3, p. 680-694
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| Subject: | Business cycles | Output growth | Time series | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Konjunktur | Business cycle | Aggregation | Faktorenanalyse | Factor analysis | Wirtschaftswachstum | Economic growth | Bruttoinlandsprodukt | Gross domestic product | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2015.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011621772