How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach-Reference-Cited by-同舟云学术

How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach

Published:2008 Issue:3 Volume:27 Page:237-265
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Eickmeier Sandra,Ziegler Christina

Publisher

Wiley

Subject

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

Reference77 articles.

1. . 2004. Uso de análisis factorial dinámico para proyecciones macroeconómicas. Working Papers Central Bank of Chile 274.

2. , , , , , . 2001. EuroCOIN: a real time coincident indicator of the euro area business cycle. CEPR Working Paper 3108.

3. , . 2001. Diffusion index-based inflation forecasts for the euro area. ECB Working Paper 61.

4. Factor forecasts for the UK

5. Determining the Number of Factors in Approximate Factor Models

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