Are disaggregate data useful for factor analysis in forecasting French GDP?

DOI10.1002/for.1162zbMath1204.91086MaRDI QIDQ3065498

Laurent Ferrara, Karim Barhoumi, Olivier Darné

Publication date: 6 January 2011

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://publications.banque-france.fr/sites/default/files/medias/documents/working-paper_232_2009.pdf

zbMATH Keywords

factor models; data aggregation; GDP forecasting

Mathematics Subject Classification ID

91B82: Statistical methods; economic indices and measures

Related Items

A two-step estimator for large approximate dynamic factor models based on Kalman filtering

Uses Software

• PcGets

Cites Work

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