Concepedia

Estimating and Forecasting the Euro Area Monthly National Accounts from a Dynamic Factor Model

Elena Angelini, Marta Bańbura, Gerhard Rünstler

SSRN Electronic Journal · 2008 · 36 citations · 0 references

Open access

Concepts

Social SciencesEconomicsFinanceEconometricsForecastingTime Series AnalysisDynamic Economic ModelsFactor AnalysisFactor ModelsMonetary PolicyTime Series ForecastingEuro Area EconomicsEuro Area MacroeconomicsFactor Model SpecificationFactor PersistenceMacroeconomic Factor Models