Forecasting macroeconomic variables using collapsed dynamic factor analysis
Falk Bräuning; Siem Jan Koopman
| Year of publication: |
2014
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|---|---|
| Authors: | Bräuning, Falk ; Koopman, Siem Jan |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 3, p. 572-584
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| Subject: | Kalman filter | Maximum likelihood method | Principal components | State space dynamic factor model | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Wirtschaftsindikator | Economic indicator | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010513606