Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise-Reference-Cited by-同舟云学术

Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise

Published:2009-11 Issue:7 Volume:28 Page:595-611
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Rünstler G.,Barhoumi K.,Benk S.,Cristadoro R.,Den Reijer A.,Jakaitiene A.,Jelonek P.,Rua A.,Ruth K.,Van Nieuwenhuyze C.

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference29 articles.

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2. Altissimo F, Cristadoro R, Forni M, Lippi M, Veronese G. 2007. New eurocoin: tracking economic growth in real time. Tema di Discussione no. 631, Bank of Italy.

3. Angelini E, Camba-Mendez G, Giannone D, Reichlin L, Rünstler G. 2008. Short-term forecasts of euro area GDP growth. CEPR discussion papers 6746. Center for Economic Policy Research.

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

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

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