Subscribe to DSC Newsletter

John A Morrison's Blog – July 2009 Archive (1)

Factor Modeling in the European Context: The ECB

The present paper focuses on the factor modelling, which has been widely used in macroeconomic forecasting in recent years. Within that approach, there are a number of technical issues that require attention. These include (i) the number of factors to include in a factor augmented forecasting equation, (ii) the speci…cation of the dynamics in the aforementioned equation, (iii) the information from which to extract the factors, including the issue of whether and how to select a subset of the… Continue

Added by John A Morrison on July 6, 2009 at 1:08am — No Comments

On Data Science Central

© 2020   TechTarget, Inc.   Powered by

Badges  |  Report an Issue  |  Privacy Policy  |  Terms of Service