Forecasting models for the Chinese macroeconomy in a data‐rich environment: Evidence from large dimensional approximate factor models with mixed‐frequency data-Reference-Cited by-同舟云学术

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Forecasting models for the Chinese macroeconomy in a data‐rich environment: Evidence from large dimensional approximate factor models with mixed‐frequency data

Published:2022-09-19 Issue:1 Volume:63 Page:719-767
ISSN:0810-5391
Container-title:Accounting & Finance
language:en
Short-container-title:Accounting & Finance

Author:

Zhang Qin¹,Ni He²^ORCID,Xu Hao³^ORCID

Affiliation:

1. Collaborative Innovation Center of Statistical Data Engineering Technology & Application and Tailong Finance School Zhejiang Gongshang University Hangzhou China

2. Tailong Finance School, School of Finance Zhejiang Gongshang University Hangzhou China

3. Department and Organization, Financial Research Centre Zhejiang Lab Hangzhou China

Funder

Natural Science Foundation of Zhejiang Province

Publisher

Wiley

Subject

Economics, Econometrics and Finance (miscellaneous),Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/acfi.13003

Reference75 articles.

1. Financial conditions and density forecasts for US output and inflation

2. How well do economists forecast recessions?

3. Factor forecasts for the UK

4. Estimation of a term structure model of carbon prices through state space methods: The European Union emissions trading scheme

5. Determining the Number of Factors in Approximate Factor Models

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1. China’s inflation forecasting in a data-rich environment: based on machine learning algorithms;Applied Economics;2024-03-04

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