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~institution:"Banco de España"
~institution:"Federal Reserve Board (Board of Governors of the Federal Reserve System)"
~isPartOf:"Banco de España Working Papers"
~person:"Lovcha, Yuliya"
~person:"Martinez-Martin, Jaime"
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Search: subject:"FORECASTING"
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Dynamic factor models
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business cycles
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non-linear dynamic factor models
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real-time forecasting
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seasonal adjustment
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short-term forecasting
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world economic indicators
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Lovcha, Yuliya
Martinez-Martin, Jaime
Pérez, Javier J.
5
Camacho, Maximo
4
Perez-Quiros, Gabriel
4
Pedregal, Diego J.
3
Liedo, David de Antonio
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Alonso, Francisco
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
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Monitoring the world business cycle
Camacho, Maximo
;
Martinez-Martin, Jaime
-
Banco de España
-
2015
. To overcome the real-time
forecasting
challenges, the model takes into account mixed frequencies, asynchronous data …
Persistent link: https://www.econbiz.de/10011212880
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2
Can we use seasonally adjusted indicators in dynamic factor models?
Camacho, Maximo
;
Lovcha, Yuliya
;
Perez-Quiros, Gabriel
-
Banco de España
-
2012
We examine the short-term performance of two alternative approaches to
forecasting
using dynamic factor models. The … of
forecasting
ability. Drawing on fi ve coincident indicators, we illustrate this result for US data …
Persistent link: https://www.econbiz.de/10010678690
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