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Markov-switching dynamic factor models in real time · Study

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ArticleMarkov-switching dynamic factor models in real time

Maximo Camacho Y2018

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Articlegreen2018

Markov-switching dynamic factor models in real time

Maximo Camacho Y · Gabriel Pérez‐Quirós · Pilar Poncela

39 citations·0/0 files stored·International Journal of Forecasting

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Unemployment and Economic Growth

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References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1994Comparing Predictive Accuracy 1947Measuring Business Cycles 2008Nowcasting: The real-time informational content of macroeconomic data 2002The Unreliability of Output-Gap Estimates in Real Time 2009Real-Time Measurement of Business Conditions 2001A real-time data set for macroeconomists 2002A new coincident index of business cycles based on monthly and quarterly series

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2021A neural network ensemble approach for GDP forecasting 2021Factor extraction using Kalman filter and smoothing: This is not just another survey 2021Weekly economic activity: Measurement and informational content

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Year2018

Typearticle

Published2018-07-31

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations39

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.ijforecast.2018.05.002

openalex_workW3124635053

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