Forecasting models for the Chinese macroeconomy in a data-rich environment : evidence from large dimensional approximate factor models with mixed-frequency data
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Qin ; Ni, He ; Xu, Hao |
Published in: |
Accounting and finance. - Melbourne : Wiley-Blackwell, ISSN 1467-629X, ZDB-ID 1482438-3. - Vol. 63.2023, 1, p. 719-767
|
Subject: | China | factor models | forecasting | inflation | mixed-frequency data | real activity | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Inflation | Schätzung | Estimation | Wirtschaftsprognose | Economic forecast | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Bruttoinlandsprodukt | Gross domestic product |
-
High-mixed-frequency dynamic latent factor forecasting models for GDP in the Philippines
Mariano, Roberto S., (2015)
-
Mariano, Roberto S., (2020)
-
Essays on large data sets and unbalanced panels in empirical macroeconomics
Martínez Hernández, Catalina, (2021)
- More ...
-
Nowcasting Chinese GDP in a data-rich environment : lessons from machine learning algorithms
Zhang, Qin, (2023)
-
Buffered-ranking intervals for virtual profit efficiency analysis
Wang, Yongqiao, (2023)
-
Can venture capital trigger innovation? : new evidence from China
Ni, He, (2014)
- More ...