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 |
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