Factor model forecasts for New Zealand
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- Troy D. Matheson, 2006. "Factor Model Forecasts for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 2(2), May.
- Matheson, Troy D, 2006. "Factor Model Forecasts for New Zealand," MPRA Paper 807, University Library of Munich, Germany.
References listed on IDEAS
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More about this item
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2005-12-09 (Econometrics)
- NEP-FOR-2005-12-09 (Forecasting)
- NEP-MAC-2005-12-09 (Macroeconomics)
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