Real-time forecasting of GDP based on a large factor model with monthly and quarterly data
Year of publication: |
2006
|
---|---|
Authors: | Schumacher, Christian ; Breitung, Jörg |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Konjunkturprognose | Prognoseverfahren | Zeitreihenanalyse | Faktorenanalyse | Schätzung | Theorie | Deutschland | monthly GDP | EM algorithm | principal components | factor models |
Series: | Discussion Paper Series 1 ; 2006,33 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 519430387 [GVK] hdl:10419/19662 [Handle] RePEc:zbw:bubdp1:5097 [RePEc] |
Classification: | E37 - Forecasting and Simulation ; C53 - Forecasting and Other Model Applications |
Source: |
-
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data
Schumacher, Christian, (2006)
-
Forecasting German key macroeconomic variables using large dataset methods
Pirschel, Inske, (2014)
-
Forecasting German key macroeconomic variables using large dataset methods : conference paper
Pirschel, Inske, (2014)
- More ...
-
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
Schumacher, Christian, (2008)
-
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data
Schumacher, Christian, (2006)
-
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
Schumacher, Christian, (2008)
- More ...