Forecasting German GDP using alternative factor models based on large datasets

Journal of Forecasting

Volumn 26, Issue 4, 2007, Pages 271-302

  Schumacher, Christian ^a  

^a DEUTSCHE BUNDESBANK   (Germany)

Author keywords

Factor models; Forecasting accuracy; Principal components; Static and dynamic factors

Indexed keywords

ALGORITHMS; ECONOMIC ANALYSIS; FREQUENCY DOMAIN ANALYSIS; MATHEMATICAL MODELS; MEAN SQUARE ERROR; STATE SPACE METHODS;

DYNAMIC FACTORS; FACTOR MODELS; FORECASTING ACCURACY;

FORECASTING;

EID: 34547509116     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.1026     Document Type: Article

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