A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP

International Journal of Forecasting

Volumn 27, Issue 2, 2011, Pages 333-346

  Bańbura, Marta ^a   Rünstler, Gerhard ^b  

^a EUROPEAN CENTRAL BANK   (Germany)

^b AUSTRIAN INSTITUTE OF ECONOMIC RESEARCH WIFO   (Austria)

Author keywords

Dynamic factor models; Filter weights; GDP; Publication lags

Indexed keywords

EID: 78650961936     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2010.01.011     Document Type: Article

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