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Forecasting aggregates with disaggregate variables : does boosting help to select the most relevant predictors?
Zeng, Jing - In: Journal of forecasting 36 (2017) 1, pp. 74-90
Persistent link: https://www.econbiz.de/10011729069
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Factor model forecasts of exchange rates
Engel, Charles; Mark, Nelson C.; West, Kenneth D. - In: Econometric reviews 34 (2015) 1/2, pp. 32-55
Persistent link: https://www.econbiz.de/10011373312
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Nowcasting business cycles : a Bayesian approach to dynamic heterogeneous factor models
D'Agostino, Antonello; Giannone, Domenico; Lenza, Michele; … - In: Dynamic factor models, (pp. 569-594). 2016
Persistent link: https://www.econbiz.de/10011448723
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Forecasting GDP growth of Brunei Darussalam using factor models
Koh, Wee Chian - In: Malaysian journal of economic studies 52 (2015) 2, pp. 187-203
Persistent link: https://www.econbiz.de/10011452849
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A bottom-up approach for forecasting GDP in a data-rich environment
Dias, Francisco C.; Pinheiro, Maximiano; Rua, António - In: Applied economics letters 25 (2018) 10, pp. 718-723
Persistent link: https://www.econbiz.de/10012129805
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Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate
Soybilgen, Barış; Yazgan, Mustafa Ege - In: Economic modelling 72 (2018), pp. 99-108
Persistent link: https://www.econbiz.de/10012100310
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Improving short-term forecasting of Macedonian GDP : comparing the factor model with the macroeconomic structural equation model
Eftimoski, Dimitar - In: Romanian journal of economic forecasting 22 (2019) 2, pp. 32-53
Persistent link: https://www.econbiz.de/10012129006
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Forecasting and nowcasting economic growth in the euro area using factor models
Hindrayanto, Irma; Koopman, Siem Jan; Winter, Jasper de - In: International journal of forecasting 32 (2016) 4, pp. 1284-1305
Persistent link: https://www.econbiz.de/10011622152
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Nowcasting Turkish GDP and news decomposition
Modugno, Michele; Soybilgen, Barış; Yazgan, Mustafa Ege - In: International journal of forecasting 32 (2016) 4, pp. 1369-1384
Persistent link: https://www.econbiz.de/10011622169
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Nowcasting Czech GDP in real time
Rusnák, Marek - In: Economic modelling 54 (2016), pp. 26-39
Persistent link: https://www.econbiz.de/10011641356