How Good are Dynamic Factor Models at Forecasting Output and Inflation? A Meta-Analytic Approach
Year of publication: |
2016
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Authors: | Ziegler, Christina |
Other Persons: | Eickmeier, Sandra (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Inflation | Prognoseverfahren | Forecasting model | Meta-Analyse | Meta-analysis | Faktorenanalyse | Factor analysis | Welt | World | Frühindikator | Leading indicator |
Description of contents: |
This paper surveys existing factor forecast applications for real economic activity and
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How Good are Dynamic Factor Models at Forecasting Output and Inflation? A Meta-Analytic Approach
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How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach
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How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach
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