Forecasting German GDP using alternative factor models based on large datasets
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- Christian Schumacher, 2007. "Forecasting German GDP using alternative factor models based on large datasets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(4), pages 271-302.
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More about this item
Keywords
Factor models; static and dynamic factors; principal components; forecasting accuracy;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2006-08-05 (Econometrics)
- NEP-ETS-2006-08-05 (Econometric Time Series)
- NEP-FOR-2006-08-05 (Forecasting)
- NEP-MAC-2006-08-05 (Macroeconomics)
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