Nowcasting German GDP: A comparison of bridge and factor models

Author:

Antipa Pamfili,Barhoumi Karim,Brunhes-Lesage Véronique,Darné Olivier

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference64 articles.

1. Abberger, K. (2007). Forecasting quarter-on-quarter changes of German GDP with monthly business tendency survey results. Working papers no. 40. IFO.

2. Short-term forecasts of euro area GDP growth;Angelini;Econometrics Journal,2011

3. Angeloni, I., Kashyap, A., Mojon, B. & Terlizzese, D. (2002). Monetary transmission in the euro area: Where do we stand. Working paper no. 114. European Central Bank.

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

5. Determining the number of factors in approximate factor models;Bai;Econometrica,2002

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