✦ LIBER ✦

Forecasting Dutch GDP and inflation using alternative factor model specifications based on large and small datasets

✍ Scribed by Ard H. J. den Reijer

Book ID: 120743884
Publisher: Springer-Verlag
Year: 2012
Tongue: English
Weight: 226 KB
Volume: 44
Category: Article
ISSN: 0377-7332
DOI: 10.1007/s00181-012-0560-x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Forecasting German GDP using alternative

Forecasting German GDP using alternative factor models based on large datasets

✍ Christian Schumacher 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 502 KB

## Abstract This paper discusses the forecasting performance of alternative factor models based on a large panel of quarterly time series for the German economy. One model extracts factors by static principal components analysis; the second model is based on dynamic principal components obtained us

Real-time forecasting of German GDP base

Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data

✍ Christian Schumacher; Jörg Breitung 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 407 KB

A note on modelling core inflation for t

A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset

✍ George Kapetanios 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 96 KB