Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis
Hossein Hassani, António Rua, Emmanuel Sirimal Silva, Dimitrios Thomakos
| Year of publication: |
2019
|
|---|---|
| Authors: | Hassani, Hossein ; Rua, António ; Silva, Emmanuel Sirimal ; Thomakos, Dimitrios D. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 4, p. 1263-1272
|
| Subject: | Forecasting | GDP | Industrial production | Mixed-frequency | Multivariate SSA | Prognoseverfahren | Forecasting model | Nationaleinkommen | National income | Bruttoinlandsprodukt | Gross domestic product | Wirtschaftsprognose | Economic forecast | Frühindikator | Leading indicator | Multivariate Analyse | Multivariate analysis | Industrieproduktion | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Volume 37, issue 3 (July/September 2021), Seite 1300-1301 |
| Other identifiers: | 10.1016/j.ijforecast.2019.03.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012305274