Estimating large-scale factor models for economic activity in germany: Do they outperform simpler models?

Jahrbucher fur Nationalokonomie und Statistik

Volumn 224, Issue 6, 2004, Pages 731-750

  Schumacher, Christian ^a,b   Dreger, Christian ^a,c  

^a Deutsche Bundesbank ^*

^b DEUTSCHE BUNDESBANK   (Germany)

^c HALLE INSTITUTE FOR ECONOMIC RESEARCH   (Germany)

Author keywords

Factor models; Forecasting accuracy; Principal components

Indexed keywords

EID: 9944228558     PISSN: 00214027     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Review

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