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

Author:

Schumacher Christian,Breitung Jörg

Publisher

Elsevier BV

Subject

Business and International Management

Reference33 articles.

1. New Eurocoin: Tracking economic growth in real time;Altissimo,2006

2. Interpolation and backdating with a large information set;Angelini;Journal of Economic Dynamics & Control,2006

3. Bridge models to forecast the euro area GDP;Baffigi;International Journal of Forecasting,2004

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