Can alternative data improve the accuracy of dynamic factor model nowcasts? : evidence from the euro area
Radu Gabriel Cristea
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Cristea, Radu Gabriel |
| Publisher: |
Cambridge : University of Cambridge, Faculty of Economics |
| Subject: | nowcasting | dynamic factor model | Kalman filter | real-time high frequency alternative data | Google econometrics | COVID-19 | euro area macroeconomics | Eurozone | Euro area | Prognoseverfahren | Forecasting model | EU-Staaten | EU countries | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Coronavirus | Zustandsraummodell | State space model | Frühindikator | Leading indicator |
freely available