Bialowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - In: Economics: The Open-Access, Open-Assessment E-Journal 9 (2015) 2015-31, pp. 1-37
forecasts were generated without additional assumptions about regressors. Tendency survey data was used within the Bayesian … averaging of classical estimates (BACE) framework and dynamic factor models (DFM). Two methods for regressor selection were …