Forecasting monthly industrial production in real-time: from single equations to factor-based models
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DOI: 10.1007/s00181-009-0305-7
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Cited by:- Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier, 2012.
"Nowcasting German GDP: A comparison of bridge and factor models,"
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More about this item
Keywords
Short-term forecasting; Industrial production index; Realtime data-set; Aggregate and disaggregate forecasts; Conditional predictive ability; Forecast combinations; C22; C53; E01; E37;
All these keywords.JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
Statistics
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