Nowcasting monthly GDP with big data: a model averaging approach

DOI10.1111/RSSA.12645MaRDI QIDQ7034498zbMATH OpenFDO

Authors Tommaso Proietti, A. Giovannelli

Publication date 31 January 2025

Published in Journal of the Royal Statistical Society. Series A. Statistics in Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/RSSA.12645

zbMATH Keywords

dynamic factor modelsmixed-frequency datashrinkagestate space models

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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Cited in

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