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~institution:"Deutsche Bundesbank"
~subject:"Informationswert"
~subject:"Share price"
~subject:"forecasting accuracy"
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Informationswert
Share price
forecasting accuracy
Density Forecasts
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Evaluation of forecasting accuracy
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Factor models
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Forecast Accuracy
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Forecasting stock market volatility
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Projections
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Real-time macroeconomic data
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principal components
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static and dynamic factors
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Schumacher, Christian
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Deutsche Bundesbank
Centro Ricerche Nord Sud (CRENoS)
3
Department of Econometrics and Business Statistics, Monash Business School
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EconWPA
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HWWA Institut für Wirtschaftsforschung
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Oesterreichische Nationalbank
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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BANCO DE LA REPÚBLICA
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Banco de la Republica de Colombia
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Christian-Albrechts-Universität zu Kiel
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Department of Economics, University of Warwick
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Economics Department, Organisation de Coopération et de Développement Économiques (OCDE)
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Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin
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Faculteit Economie en Bedrijfskunde, Universiteit Gent
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IBMEC Business School - Rio de Janeiro
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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Institute for International Integration Studies (IIIS), Trinity College Dublin
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Norges Bank
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Österreichisches Institut für Wirtschaftsforschung (WIFO)
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Discussion Paper Series 1: Economic Studies
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Forecasting German GDP using alternative factor models based on large datasets
Schumacher, Christian
-
Deutsche Bundesbank
-
2005
the subspace factor model rank highest in terms of forecast
accuracy
in most cases. However, neither of the dynamic factor …
Persistent link: https://www.econbiz.de/10005083131
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