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

Journal of Forecasting

Volumn 27, Issue 3, 2008, Pages 237-265

  Eickmeier, Sandra ^a,c   Ziegler, Christina ^b  

^a UNIVERSITY OF COLOGNE   (Germany)

^b UNIVERSITY OF LEIPZIG   (Germany)

^c DEUTSCHE BUNDESBANK   (Germany)

Author keywords

Factor models; Forecasting; Meta analysis

Indexed keywords

DATA REDUCTION; DATA STRUCTURES; MATHEMATICAL MODELS;

FACTOR MODELS; META ANALYTIC; TECHNIQUE MAY MATTER AS WELL.;

ECONOMIC ANALYSIS;

EID: 42549091104     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.1056     Document Type: Article

References (76)