Kopoin, Alexandre; Moran, Kevin; Paré, Jean-Pierre - In: Economics Letters 121 (2013) 2, pp. 267-270
We assess the contribution of national (country-wide) and international data to the task of forecasting the real GDP of Canadian provinces. Using the targeting predictors approach of Bai and Ng (2008) [Bai, J., Ng, S., 2008. Forecasting economic time series using targeted predictors. Journal of...
