Constructing a high-frequency World Economic Gauge using a mixed-frequency dynamic factor model
Chew Lian Chua, Sarantis Tsiaplias, Ruining Zhou
| Year of publication: |
2024
|
|---|---|
| Authors: | Chua, Chew Lian ; Tsiaplias, Sarantis ; Zhou, Ruining |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 6, p. 2212-2227
|
| Subject: | dynamic factor model | economic conditions | global indicator | mixed-frequency models | state-space model | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model | Dynamische Wirtschaftstheorie | Economic dynamics | Wirtschaftsindikator | Economic indicator | Welt | World | Zustandsraummodell | State space model | Schätzung | Estimation | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Frühindikator | Leading indicator |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3130 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015110401