Robust Implementation of a Parsimonious Dynamic Factor Model to Nowcast GDP
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Cited by:
- Pablo Duarte, 2017.
"The relationship between GDP and the size of the informal economy: empirical evidence for Spain,"
Empirical Economics, Springer, vol. 52(4), pages 1409-1421, June.
- Duarte, Pablo, 2014. "The relationship between GDP and the size of the informal economy: Empirical evidence for Spain," Working Papers 127, University of Leipzig, Faculty of Economics and Management Science.
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More about this item
Keywords
small-scale nowcasting models; Kalman Filter; extreme bounds analysis;All these keywords.
JEL classification:
- 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 fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2014-03-08 (Econometrics)
- NEP-ETS-2014-03-08 (Econometric Time Series)
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