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Forecasting regional GDP with factor models: How useful are national and international data?

✍ Scribed by Kopoin, Alexandre; Moran, Kevin; Paré, Jean-Pierre


Book ID
123506460
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
351 KB
Volume
121
Category
Article
ISSN
0165-1765

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This paper compares the GDP forecasting performance of alternative factor models based on monthly time series for the French economy. These models are based on static and dynamic principal components obtained using time and frequency domain methods. We question whether it is more appropriate to use