Dynamic factor model with infinite‐dimensional factor space: Forecasting
نویسندگان
چکیده
منابع مشابه
Forecasting with dynamic factor models
The validity of previous findings that dynamic factor models are useful for macroeconomic forecasting is of great importance for subsequent studies which use these models not only as a starting point for further developments but also as a benchmark for the evaluation of the forecasting performance of these further developments. Reanalyzing a standard macroeconomic dataset, we do not find any ev...
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ژورنال
عنوان ژورنال: Journal of Applied Econometrics
سال: 2018
ISSN: 0883-7252,1099-1255
DOI: 10.1002/jae.2634