Forecasting and nowcasting economic growth in the euro area using factor models
Irma Hindrayanto, Siem Jan Koopman, Jasper de Winter
| Year of publication: |
October-December 2016
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| Authors: | Hindrayanto, Irma ; Koopman, Siem Jan ; Winter, Jasper de |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 4, p. 1284-1305
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| Subject: | Factor models | Dynamic analysis | State space method | Kalman filter | Forecasting competition | Real-time data | Mixed frequency | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Eurozone | Euro area | EU-Staaten | EU countries | Frühindikator | Leading indicator | Zeitreihenanalyse | Time series analysis | Wirtschaftswachstum | Economic growth | Theorie | Theory | Wirtschaftsprognose | Economic forecast | 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.2016.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011622152