Forecasting macroeconomic variables using diffusion indexes in short samples with structural change

Frontiers of Economics and Globalization

Volumn 3, Issue , 2008, Pages 149-194

  Banerjee, Anindya ^a   Marcellino, Massimiliano ^b   Masten, Igor ^c  

^a UNIVERSITY OF BIRMINGHAM   (United Kingdom)

^b BOCCONI UNIVERSITY   (Italy)

^c UNIVERSITY OF LJUBLJANA   (Slovenia)

Author keywords

Factor models; Forecasts; Parameter uncertainty; Short samples; Structural change; Time series models

Indexed keywords

EID: 84868617687     PISSN: 15748715     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1574-8715(07)00204-7     Document Type: Review

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