Determining Number of Factors in Dynamic Factor Models Contributing to GDP Nowcasting
Real-time nowcasting is a process to assess current-quarter GDP from timely released economic and financial series before the figure is disseminated in order to catch the overall macroeconomic conditions in real time. In economic data nowcasting, dynamic factor models (DFMs) are widely used due to t...
Guardado en:
| Autores principales: | , |
|---|---|
| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
MDPI AG
2021
|
| Materias: | |
| Acceso en línea: | https://doaj.org/article/618d67125bcc4e26aad246db239d90b7 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Sea el primero en dejar un comentario!