Forecasting inflation : the use of dynamic factor analysis and nonlinear combinations
Stephen G. Hall, George S. Tavlas, Yongli Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Hall, Stephen G. ; Tavlas, George S. ; Wang, Yongli |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 3, p. 514-529
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| Subject: | dynamic factor models | forecast combinations | Kalman filter | rolling windows | structural breaks | Prognoseverfahren | Forecasting model | Inflation | Faktorenanalyse | Factor analysis | Zustandsraummodell | State space model | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2948 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014292208