This paper uses an extension of the Euro-Sting single-index dynamic factor model to construct short-term forecasts of quarterly GDP growth for the euro area.
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- Europe
- Topic Tags
- Global Economy
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Dynamic factor model
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In this paper we extend the Stock and Watson’s (1991) single-index dynamic factor model in an econometric framework that has the advantage of combining information from real and financial indicators published at different frequencies and delays with respect to the period to which they refer.
- Geography Tags
- Spain
- Topic Tags
- Global Economy
- Types of files Downloads:
- Files