Concepedia

Real-time GDP forecasting for Japan: A dynamic factor model approach

Satoshi Urasawa

Journal of the Japanese and International Economies · 2014 · 20 citations · 13 references

DOI

Concepts

References

13

Nowcasting: The real-time informational content of macroeconomic data

Domenico Giannone, Lucrezia Reichlin, David H. Small · Journal of Monetary Economics · 2008 · 1.2K citations

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A new coincident index of business cycles based on monthly and quarterly series

Roberto S. Mariano, Yasutomo Murasawa · Journal of Applied Econometrics · 2002 · 631 citations · Full text

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Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP*

Massimiliano Marcellino, Christian Schumacher · Oxford Bulletin of Economics and Statistics · 2010 · 303 citations

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A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP

Marta Bańbura, Gerhard Rünstler · International Journal of Forecasting · 2010 · 267 citations

, , +16

Short‐term forecasts of euro area GDP growth

Elena Angelini, Gonzalo Camba-Méndez, Domenico Giannone et al. · Econometrics Journal · 2011 · 245 citations · Full text

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