Macroeconometric forecasting using a cluster of dynamic factor models
Christian Glocker, Serguei Kaniovski
| Year of publication: |
2022
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|---|---|
| Authors: | Glocker, Christian ; Kaniovski, Serguei |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 63.2022, 1, p. 43-91
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| Subject: | Dynamic factor model | Forecasting | Granger causality | Structural modeling | Prognoseverfahren | Forecasting model | Kausalanalyse | Causality analysis | Faktorenanalyse | Factor analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Frühindikator | Leading indicator | Schätzung | Estimation | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-021-02129-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013440263