Macroeconomic forecasting using structural factor analysis

International Journal of Forecasting

Volumn 23, Issue 4, 2007, Pages 655-677

  Liu, Dandan ^a   Jansen, Dennis W ^b  

^a BOWLING GREEN STATE UNIVERSITY   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Econometric models; Forecast evaluation; Macroeconomic forecasting; Principal components; Time series

Indexed keywords

EID: 36448973483     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2007.03.001     Document Type: Article

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