Nowcasting an Economic Aggregate with Disaggregate Dynamic Factors: An Application to Portuguese GDP
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- Daniel Hopp, 2021. "Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM)," Papers 2106.08901, arXiv.org.
More about this item
KeywordsForecasting; Dynamic Factor Model; Temporal Disaggregation;
All these keywords.
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FOR-2007-05-12 (Forecasting)
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