Including news data in forecasting macro economic performance of China

DOI10.1007/S10287-020-00382-5OpenAlexW3113933862MaRDI QIDQ2033701FDOQ2033701

Authors: Asger Lunde, Miha Torkar 

Publication date: 17 June 2021

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-020-00382-5

zbMATH Keywords

factor modelsprincipal component analysismacroeconomicssentimentnews

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

• Forecasting Using Principal Components From a Large Number of Predictors
• Title not available (Why is that?)
• The Generalized Dynamic Factor Model
• The three-pass regression filter: a new approach to forecasting using many predictors
• Title not available (Why is that?)
• Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
• Mixed-frequency vector autoregressive models

Cited In (1)

• Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint

Uses Software

• OptiRisk

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