An automatic leading indicator of economic activity: forecasting GDP growth for European countries*
From MaRDI portal
Publication:2772837
DOI10.1111/1368-423X.00053zbMath0989.91094MaRDI QIDQ2772837
Gonzalo Camba-Mendez, Martin R. Weale, Richard J. Smith, George Kapetanios
Publication date: 19 February 2002
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1368-423x.00053
91B82: Statistical methods; economic indices and measures
Related Items
Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models, A parametric estimation method for dynamic factor models of large dimensions, Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling, Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach