A Review of Forecasting Techniques for Large Data Sets
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References listed on IDEAS
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Citations
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Cited by:
- Klaus Wohlrabe & Teresa Buchen, 2014.
"Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 33(4), pages 231-242, July.
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- Bell, Venetia & Co, Lai Wah & Stone, Sophie & Wallis, gavin`, 2014. "Nowcasting UK GDP growth," Bank of England Quarterly Bulletin, Bank of England, vol. 54(1), pages 58-68.
- Alexander Chudik & M. Hashem Pesaran, 2016.
"Theory And Practice Of Gvar Modelling,"
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Wiley Blackwell, vol. 30(1), pages 165-197, February.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," Cambridge Working Papers in Economics 1408, Faculty of Economics, University of Cambridge.
- Chudik, Alexander & Pesaran, M. Hashem, 2014. "Theory and practice of GVAR modeling," Globalization and Monetary Policy Institute Working Paper 180, Federal Reserve Bank of Dallas.
- Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and Practice of GVAR Modeling," CESifo Working Paper Series 4807, CESifo Group Munich.
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"Real-time forecasts of economic activity for Latin American economies,"
Economic Modelling,
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"A multi-country approach to forecasting output growth using PMIs,"
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- Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem, 2014. "A multi-country approach to forecasting output growth using PMIs," Globalization and Monetary Policy Institute Working Paper 213, Federal Reserve Bank of Dallas.
- Olivier BIAU & Angela D´ELIA, "undated". "Euro Area GDP Forecast Using Large Survey Dataset - A Random Forest Approach," EcoMod2010 259600029, EcoMod.
More about this item
Keywords
Macroeconomic forecasting; Factor models; Forecast combination; Principal components;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
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- 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-ALL-2008-04-04 (All new papers)
- NEP-CBA-2008-04-04 (Central Banking)
- NEP-ECM-2008-04-04 (Econometrics)
- NEP-ETS-2008-04-04 (Econometric Time Series)
- NEP-FOR-2008-04-04 (Forecasting)
- NEP-MAC-2008-04-04 (Macroeconomics)
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