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  • Search: subject:"Factor models.Threshold auto-regression"
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Year of publication
Subject
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Bridge models 1 Factor models.Threshold auto-regression 1 GDP forecasting 1 bounce-back effects 1 business cycles 1 inventory investment 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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Antipa, P. 1 Barhoumi, K. 1 Brunhes-Lesage, V. 1 Darné, O. 1
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Banque de France 1
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Working papers / Banque de France 1
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RePEc 1
Showing 1 - 1 of 1
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Nowcasting German GDP: A comparison of bridge and factor models.
Antipa, P.; Barhoumi, K.; Brunhes-Lesage, V.; DarnĂ©, O. - Banque de France - 2012
Governments and central banks need to have an accurate and timely assessment of Gross Domestic Product's (GDP) growth rate for the current quarter, as this is essential for providing a reliable and early analysis of the current economic situation. This paper presents a series of models conceived...
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