Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Andres Algaba, Samuel Borms, Kris Boudt, Brecht Verbeken
| Year of publication: |
2023
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|---|---|
| Authors: | Algaba, Andres ; Borms, Samuel ; Boudt, Kris ; Verbeken, Brecht |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 1, p. 266-278
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| Subject: | Dynamic factor model | Mixed frequency | Nowcasting | Sentometrics | State space | Toeplitz matrix | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Frühindikator | Leading indicator | Wirtschaftsprognose | Economic forecast | Konsumentenverhalten | Consumer behaviour | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Verbrauchervertrauensindex | Consumer confidence index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014462779