A sorted leading indicators dynamic (SLID) factor model for short-run euro-area GDP forecasting /
This paper introduces a statistical model for short-term GDP forecasting based on approximate dynamic factors, Stock and Watson methodology, extracted from a very large number of leading indicators at several lags. Given that factor extraction is performed on many series from all countries of the eu...
| Κύριος συγγραφέας: | Grenouilleau, Daniel. |
|---|---|
| Corporate συγγραφέας: | European Commission : Directorate-General for Economic and Financial Affairs. |
| Μορφή: | Βιβλίο |
| Γλώσσα: | Greek English |
| Στοιχεία έκδοσης: |
Brussels ; Belgium :
European Commission: Directorate-General for Economic and Financial Affairs,
2004.
|
| Σειρά: |
European Economy. Economic papers ;
219. |
| Διαθέσιμο Online: |
http://ec.europa.eu/economy_finance/publications/publication_summary522_en.htm |
| Ετικέτες: |
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|---|---|---|---|
| 001 | 1/51306 | ||
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| 022 | 0 | |a 1016-8060 (print) | |
| 022 | 0 | |a 1725-3187 (online) | |
| 024 | 0 | |a ECFIN/REP.50402/04-EN | |
| 035 | |l 33187 | ||
| 040 | |a GR-PeUP | ||
| 041 | 0 | |a eng | |
| 099 | 0 | |a ΚΕΤ Αλφαβητική σειρά | |
| 100 | 1 | |a Grenouilleau, Daniel. | |
| 245 | 1 | 2 | |a A sorted leading indicators dynamic (SLID) factor model for short-run euro-area GDP forecasting / |c Grenouilleau Daniel. |
| 260 | |a Brussels ; |a Belgium : |b European Commission: Directorate-General for Economic and Financial Affairs, |c 2004. | ||
| 300 | |a 46 σ. ; |c 30 εκ. | ||
| 500 | |a Internal paper | ||
| 520 | 0 | |a This paper introduces a statistical model for short-term GDP forecasting based on approximate dynamic factors, Stock and Watson methodology, extracted from a very large number of leading indicators at several lags. Given that factor extraction is performed on many series from all countries of the euro area, the common component to all predictors reflects the overall business cycle of the euro area and can accordingly provide a good proxy for euro area GDP. | |
| 580 | |a Economic Papers | ||
| 710 | 2 | |a European Commission : Directorate-General for Economic and Financial Affairs. | |
| 773 | 0 | |a Economic papers |g December 2004, No 219. | |
| 830 | |a European Economy. Economic papers ; |v 219. | ||
| 852 | |a INST |b UNIPILB |c KET |e 20090317 |p EEEP 219 |q EEEP 219 |t NOLOAN |y 23 |4 1 | ||
| 856 | 4 | 1 | |u http://ec.europa.eu/economy_finance/publications/publication_summary522_en.htm |