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Volumn 107, Issue 2, 2010, Pages 95-98

Factor forecasting using international targeted predictors: The case of German GDP

Author keywords

Factor models; Forecasting; International data; Variable selection

Indexed keywords


EID: 77950923679     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2009.12.036     Document Type: Article
Times cited : (58)

References (15)
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  • 7
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  • 9
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    • Business cycle transmission from the US to Germany - a structural factor approach
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    • Comovements and heterogeneity analyzed in a non-stationary dynamic factor model
    • Eickmeier S. Comovements and heterogeneity analyzed in a non-stationary dynamic factor model. Journal of Applied Econometrics 2009, 24:933-959.
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    • National forecasting with large international datasets - An application to New Zealand
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    • Stock, J.1    Watson, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.