Interpolation and backdating with a large information set

Author:

Angelini Elena,Henry Jérôme,Marcellino Massimiliano

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference31 articles.

1. Angelini, E., Henry, J., Mestre, R., 2001. Diffusion index based inflation forecasts for the Euro area. European Central Bank WP 61.

2. Angelini, E., Henry, J., Marcellino, M., 2003. Interpolation with a large information set. ECB WP 252.

3. Artis, M., Banerjee, A., Marcellino, M., 2004. Factor forecasts for the UK. Journal of Forecasting, forthcoming.

4. Inferential theory for factor models of large dimension;Bai;Econometrica,2003

5. Bai, J., Ng, S., 2004. Confidence intervals for diffusion index forecasts with a large number of predictors. Mimeo.

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