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Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data

Schumacher, Christian; Breitung, Jörg - In: International journal of forecasting 24 (2008) 3, pp. 386-398

Persistent link: https://www.econbiz.de/10003764088

Real-time forecasting of GDP based on a large factor model with monthly and quarterly data

Schumacher, Christian (contributor); … - 2006

This paper discusses a factor model for estimating monthly GDP using a large number of monthly and quarterly time series in real-time. To take into account the different periodicities of the data and missing observations at the end of the sample, the factors are estimated by applying an EM...

Persistent link: https://www.econbiz.de/10003383602

Real-Time Forecasting of GDP Based on a Large Factor Model with Monthly and Quarterly Data

Schumacher, Christian - 2016

This paper discusses a factor model for estimating monthly GDP using a large number of monthly and quarterly time series in real-time. To take into account the different periodicities of the data and missing observations at the end of the sample, the factors are estimated by applying an EM...

Persistent link: https://www.econbiz.de/10012991170

Real-Time Forecasting of GDP Based on a Large Factor Model with Monthly and Quarterly Data

Schumacher, Christian - 2007

This paper discusses a factor model for estimating monthly GDP using a large number of monthly and quarterly time series in real-time. To take into account the different periodicities of the data and missing observations at the end of the sample, the factors are estimated by applying an EM...

Persistent link: https://www.econbiz.de/10012730747

Policy analysis in VAR-systems

Breitung, Jörg - 1990

Persistent link: https://www.econbiz.de/10013416135

Estimating binary probit models under first order serial correlation

Breitung, Jörg - 1988

Persistent link: https://www.econbiz.de/10013452070

A two-step test procedure to decide between random- and fixed-effects specifications

Breitung, Jörg - 1992

Persistent link: https://www.econbiz.de/10000840466

A multivariate measure of persistence

Breitung, Jörg - 1990

Persistent link: https://www.econbiz.de/10000800204

Neuere Entwicklung auf dem Gebiet ökonometrischer Strukturmodelle : strukturelle Vektorautoregression

Breitung, Jörg - 1998

Persistent link: https://www.econbiz.de/10000996325

On model based seasonal adjustment procedures

Breitung, Jörg - 1998

Persistent link: https://www.econbiz.de/10000992216

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