SSRN Electronic Journal · 2006 · 16 citations · 0 references
BusinessBusiness EconomicsEconomicsEconometricsForecastingTime Series AnalysisEconomic ForecastingFactor AnalysisFactor ModelsForecast EvaluationForecasting MethodsTime Series ForecastingBenchmark DatasetsDynamic ModelsFactor Model SpecificationForecast Model ComparisonForecast Performance EvaluationInflation ForecastingMacroeconomic Factor ModelsPanel Forecasting