A multifactor approach to forecasting Romanian gross domestic product (GDP) in the short run
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منابع مشابه
A multifactor approach to forecasting Romanian gross domestic product (GDP) in the short run
The purpose of this paper is to investigate the application of a generalized dynamic factor model (GDFM) based on dynamic principal components analysis to forecasting short-term economic growth in Romania. We have used a generalized principal components approach to estimate a dynamic model based on a dataset comprising 86 economic and non-economic variables that are linked to economic output. T...
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ژورنال
عنوان ژورنال: PLOS ONE
سال: 2017
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0181379