Caggiano, Giovanni; apetanios, George; Labhard, Vincent - European Central Bank - 2009
Working Paper Series No 1051
May 2009
Abstract 4
Non-technical summary 5
1 Introduction 6
2 Forecasting with large datasets …,thesixlargesteuroareacountries,andtheUK.
Keywords: Factors, Large Datasets, Forecast Combinations
JEL: C100,C150,C530
4
ECB
Working Paper Series No 1051
May 2009
5
ECB … recent years there has been increasing interest in forecasting methods that utilise large
datasets. There is an awareness …