Estimating the output gap in real time: A factor model approach-Reference-Cited by-同舟云学术

Estimating the output gap in real time: A factor model approach

Published:2014-05 Issue:2 Volume:54 Page:180-193
ISSN:1062-9769
Container-title:The Quarterly Review of Economics and Finance
language:en
Short-container-title:The Quarterly Review of Economics and Finance

Author:

Aastveit Knut Are,Trovik Tørres

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference51 articles.

1. Nowcasting Norwegian GDP: The role of asset prices in a small open economy;Aastveit;Empirical Economics,2012

2. Aastveit, K. A., Gerdrup, K. R., Jore, A. S., & Thorsrud, L. A. (forthcoming). Nowcasting GDP in real-time: A density combination approach. Journal of Business and Economic Statistics, http://dx.doi.org/10.1080/07350015.2013.844155.

3. New Eurocoin: Tracking economic growth in real time;Altissimo;The Review of Economics and Statistics,2010

4. Estimating and forecasting the euro area monthly national accounts from a dynamic factor model;Angelini;OECD Journal: Journal of Business Cycle Measurement and Analysis,2010

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

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