Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Sercan Eraslan, Maximilian Schröder
| Year of publication: |
2023
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|---|---|
| Authors: | Eraslan, Sercan ; Schröder, Maximilian |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 3, p. 1460-1476
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| Subject: | Dynamic factor model | Forecasting | Mixed-frequency | Model averaging | Stochastic volatility | Time-varying parameter | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory | Faktorenanalyse | Factor analysis | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Wirtschaftsprognose | Economic forecast | Zustandsraummodell | State space model | Bruttoinlandsprodukt | Gross domestic product | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.07.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465295