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Structure dynamic reliability: A hybrid approach and robust meta-models

✍ Scribed by N. Rabhi; M. Guedri; H. Hassis; N. Bouhaddi

Book ID
108299973
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
595 KB
Volume
25
Category
Article
ISSN
0888-3270

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## Abstract This paper uses a meta‐analysis to survey existing factor forecast applications for output and inflation and assesses what causes large factor models to perform better or more poorly at forecasting than other models. Our results suggest that factor models tend to outperform small models