Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK

Factor based forecasting has been at the forefront of developments in the macroeconometricforecasting literature in the recent past. Despite the flurry of activityin the area, a number of specification issues such as the choice of the number offactors in the forecasting regression, the benefits of combining factor-based forecastsand the choice of the dataset from which to...

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Year of publication:	2009-05-13
Authors:	Caggiano, Giovanni ; apetanios, George ; Labhard, Vincent
Institutions:	European Central Bank
Published in:	Working papers published in 2009 ECB Working Paper Series No 1051, May 2009
Subject:	Statistik \| Datensatz \| Datasets \| Kriterium

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Extent:	1017856 bytes 39 p. application/pdf
Type of publication:	Book / Working Paper
Language:	English
ISSN:	1725-2806
Classification:	C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; Corporate statistics and corporate cost accounting ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Reports, Studies ; United Kingdom
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005866599