Forecasting GDP over the business cycle in a multi-frequency and data-rich environment
Year of publication: |
2015
|
---|---|
Authors: | Bessec, Marie ; Bouabdallah, Othman |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 77.2015, 3, p. 360-384
|
Subject: | Bruttoinlandsprodukt | Gross domestic product | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | USA | United States | 1959-2010 |
-
Forecasting with large unbalanced datasets : the mixed frequency three-pass regression filter
Hepenstrick, Christian, (2016)
-
Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian, (2020)
-
Carstensen, Kai, (2020)
- More ...
-
What causes the forecasting failure of Markov-switching models ? A Monte Carlo study.
Bouabdallah, Othman, (2005)
-
What causes the forecasting failure of Markov-switching models ? A Monte Carlo study
Bouabdallah, Othman, (2005)
-
Forecasting GDP over the business cycle in a multi-frequency and data-rich environment
Bouabdallah, Othman, (2015)
- More ...