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Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence
16 references·3 citing·34 second hop
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  • 1994Comparing Predictive Accuracy5,578 cited
  • 1995Comparing Predictive Accuracy5,370 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
  • 2008Forecasting economic time series using targeted predictors704 cited
  • 1978Latent Variables in Socio-Economic Models.635 cited
  • 2006Determining the Number of Primitive Shocks in Factor Models540 cited
  • 2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information415 cited
  • 2011Short‐term forecasts of euro area GDP growth269 cited
  • 1998Diffusion Indexes268 cited
  • 2008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data213 cited
  • 2005Factor forecasts for the UK177 cited
  • 2010Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise

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167 cited

Cited by

  • 2016Nowcasting Czech GDP in real time31 cited
  • 2023Future directions in nowcasting economic activity: A systematic literature review29 cited
  • 2016Evaluation of trade influence on economic growth rate by computational intelligence approach8 cited