A forecasting performance comparison of dynamic factor models based on static and dynamic methods

Data publikacji: 22 mar 2017

Zakres stron: 43 - 66

Otrzymano: 14 gru 2016

Przyjęty: 16 lut 2017

DOI: https://doi.org/10.1515/caim-2017-0003

Słowa kluczowe

Macroeconomic Forecasting, Dynamic Factor Models, Time domain methods, Frequency domain methods

© 2017

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.