Robust Implementation of a Parsimonious Dynamic Factor Model to Nowcast GDP
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- repec:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1109-1 is not listed on IDEAS
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More about this item
Keywordssmall-scale nowcasting models; Kalman Filter; extreme bounds analysis;
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-03-08 (All new papers)
- NEP-ECM-2014-03-08 (Econometrics)
- NEP-ETS-2014-03-08 (Econometric Time Series)
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