Nowcasting and forecasting economic growth in the euro area using principal components
Irma Hindrayanto; Siem Jan Koopman; Jasper de Winter
| Year of publication: |
2014
|
|---|---|
| Authors: | Hindrayanto, Irma ; Koopman, Siem Jan ; Winter, Jasper de |
| Publisher: |
Amsterdam : DNB |
| Subject: | Factor models | Principal component analysis | Forecasting | Kalman filter | State space method | Publication lag | Mixed frequency | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Wirtschaftsprognose | Economic forecast | Wirtschaftswachstum | Economic growth | EU-Staaten | EU countries | Eurozone | Euro area | Frühindikator | Leading indicator | Hauptkomponentenanalyse |