Search Results - subject:"static and dynamic factors"

On the applicability of dynamic factor models for forecasting real GDP growth in Armenia

Poghosyan, Karen; Poghosyan, Ruben - In: Finance a úvěr 71 (2021) 1, pp. 52-79

Persistent link: https://www.econbiz.de/10012601903

Forecasting German GDP using alternative factor models based on large datasets

Schumacher, Christian - 2005

This paper discusses the forecasting performance of alternative factor models based on a large panel of quarterly time series for the german economy. One model extracts factors by static principals components analysis, the other is based on dynamic principal components obtained using frequency...

Persistent link: https://www.econbiz.de/10010295769

Forecasting German GDP using alternative factor models based on large datasets

Schumacher, Christian - Deutsche Bundesbank - 2005

Persistent link: https://www.econbiz.de/10005083131