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Forecasting and nowcasting economic growth in the euro area using factor models
16 references·0 citing·41 second hop
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References

  • 1966The Scree Test For The Number Of Factors13,561 cited
  • 1994Comparing Predictive Accuracy5,578 cited
  • 1995Comparing Predictive Accuracy5,370 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2003Monetary policy in a data-rich environment702 cited
  • 2002A new coincident index of business cycles based on monthly and quarterly series631 cited
  • 2007Determining the Number of Factors in the General Dynamic Factor Model559 cited
  • 2011A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models531 cited
  • 2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering480 cited
  • 2012Dynamic Factor Models468 cited
  • 2013Now-Casting and the Real-Time Data Flow452 cited
  • 2011The Oxford Handbook of Economic Forecasting444 cited
  • 2008Large Dimensional Factor Analysis410 cited
  • 2008Macroeconomic Forecasting With Mixed-Frequency Data

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