Real-time nowcasting the US output gap : Singular spectrum analysis at work
Miguelde Carvalho, António Rua
| Year of publication: |
January-March 2017
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|---|---|
| Authors: | Carvalho, Miguelde ; Rua, António |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 1, p. 185-198
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| Subject: | Band-pass filter | Fisher | test | Multivariate singular spectrum analysis | Singular spectrum analysis | US output gap | Real-time data | Zeitreihenanalyse | Time series analysis | Bruttoinlandsprodukt | Gross domestic product | USA | United States | Produktionspotenzial | Potential output | Theorie | Theory | Prognoseverfahren | Forecasting model | Ökonometrie | Econometrics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2015.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011754697