Forecasting with mixed-frequency factor models in the presence of common trends
Peter Fuleky and Carl S. Bonham
| Year of publication: |
2015
|
|---|---|
| Authors: | Fuleky, Peter ; Bonham, Carl Stanley |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 19.2015, 4, p. 753-775
|
| Subject: | Dynamic Factor Model | Mixed-Frequency Samples | Common Trends | Forecasting | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Theorie | Theory | Frühindikator | Leading indicator | Wirtschaftsprognose | Economic forecast | Prognose | Forecast | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10011309214