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

• scientific article; zbMATH DE number 3605818 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Forecasting Using Principal Components From a Large Number of Predictors
• Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
• Mixed-frequency vector autoregressive models
• The Generalized Dynamic Factor Model
• The three-pass regression filter: a new approach to forecasting using many predictors

Cited in

(1)

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

Describes a project that uses

Uses Software

• OptiRisk

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