Forecasting with factor-augmented error correction models
Anindya Banerjee; Massimiliano Marcellino; Igor Masten
| Year of publication: |
2014
|
|---|---|
| Authors: | Banerjee, Anindya ; Marcellino, Massimiliano ; Masten, Igor |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 3, p. 589-612
|
| Subject: | Forecasting | Dynamic factor models | Error correction models | Cointegration | Factor-augmented error correction models | FAVAR | Kointegration | Theorie | Theory | Prognoseverfahren | Forecasting model |
| 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://www.econbiz.de/10010513599