Are disaggregate data useful for factor
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Karim Barhoumi; Olivier Darné; Laurent Ferrara
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Article
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2010
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John Wiley and Sons
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English
⚖ 106 KB
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