Nowcasting GDP and its components in a data-rich environment : the merits of the indirect approach
Tommaso Proietti, Alessandro Giovannelli, Ottavio Ricchi, Ambra Citton, ChristÃan Tegami, Cristina Tinti
| Year of publication: |
2021
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|---|---|
| Authors: | Proietti, Tommaso ; Giovannelli, Alessandro ; Ricchi, Ottavio ; Citton, Ambra ; Tegami, ChristÃan ; Tinti, Cristina |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 4, p. 1376-1398
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| Subject: | Dynamic factor models | Growth accounting | Ledoit-Wolf Shrinkage | Mixed-frequency data | Model averaging | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Gross domestic product | Nationaleinkommen | National income | Theorie | Theory | Faktorenanalyse | Factor analysis | Wirtschaftswachstum | Economic growth |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.04.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013274282