Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators
Year of publication: |
2016
|
---|---|
Authors: | Kurz-Kim, Jeong-Ryeol |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Factor model | MIDAS | Lasso | Elastic Net | ECM | Nowcasting | Forecasting |
Series: | Bundesbank Discussion Paper ; 47/2016 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-324-4 |
Other identifiers: | 87368673X [GVK] hdl:10419/148314 [Handle] RePEc:zbw:bubdps:472016 [RePEc] |
Classification: | c18 ; C23 - Models with Panel Data ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
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Kurz-Kim, Jeong-Ryeol, (2016)
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Savin, Ivan, (2012)
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