A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP

Author:

Bańbura Marta,Rünstler Gerhard

Publisher

Elsevier BV

Subject

Business and International Management

Reference35 articles.

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2. Altissimo, F., Cristadoro, R., Forni, M., Lippi, M., & Veronese, G. (2006). New Eurocoin: Tracking economic growth in real time. CEPR Discussion papers 5633.

3. Angelini, E., Bańbura, M., & Rünstler, G. (2008). Estimating and forecasting the euro area monthly national accounts from a dynamic factor model. Working paper series 953, European Central Bank.

4. Angelini, E., Camba-Méndez, G., Giannone, D., Rünstler, G., & Reichlin, L. (2008). Short-term forecasts of euro area GDP growth. Working paper series 949, European Central Bank.

5. Factor forecasts for the UK;Artis;Journal of Forecasting,2005

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