Nowcasting GDP and its components in a data-rich environment : the merits of the indirect approach
Alessandro Giovannelli, Tommaso Proietti, Ambra Citton, Ottavio Ricchi, Cristian Tegami and Cristina Tinti
| Year of publication: |
[2020] ; Draft version May 6, 2020
|
|---|---|
| Authors: | Giovannelli, Alessandro ; Proietti, Tommaso ; Citton, Ambra ; Ricchi, Ottavio ; Tegami, Cristian ; Tinti, Cristina |
| Publisher: |
[Rom] : CEIS Tor Vergata |
| Subject: | Mixed-Frequency Data | Dynamic Factor Models | Growth Accounting | Model Averaging | Ledoit-Wolf Shrinkage | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Gross domestic product | Nationaleinkommen | National income | Schätzung | Estimation | Wirtschaftswachstum | Economic growth | Faktorenanalyse | Factor analysis |
freely available
| Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
|---|---|
| Series: | CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series. - [Roma] : [CEIS Tor Vergata], ISSN 2610-931X, ZDB-ID 3012548-0. - Vol. vol. 18, issue 4 = no. 489 (May 2020) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012224728