The stacked leading indicators dynamic factor models : a sencitivity analysis of forecast accuracy using bootstrapping /
από: Grenouilleau, Daniel.
Στοιχεία έκδοσης: (2006)
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 |
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