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30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial

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  • Escribano, Alvaro
  • Peña, Daniel
  • Ruiz, Esther

Abstract

The seed of this special section was the workshop celebrated at FUNCAS in Madrid in February 2019 “30 Years of Cointegration and Dynamic Factor Models Forecasting and its Future with Big Data”. In this editorial, we describe the main contributions of the 13 papers published within the special section towards forecasting in the context of non- stationary Big Data using cointegration or Dynamic Factor Models.

Suggested Citation

  • Escribano, Alvaro & Peña, Daniel & Ruiz, Esther, 2021. "30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1333-1337.
    • Handle: RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337
    DOI: 10.1016/j.ijforecast.2021.06.004
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