Forecasting using targeted diffusion indexes

DOI10.1002/FOR.1132zbMath1204.91088OpenAlexW2001653031MaRDI QIDQ3065519

Maximiano Pinheiro, Francisco J. O. Dias, António Rua

Publication date: 6 January 2011

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

Full work available at URL: https://www.bportugal.pt/sites/default/files/anexos/papers/wp200807.pdf

zbMATH Keywords

forecastingfactor modelsdiffusion indexUSAtargeted predictors

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (1)

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

Cites Work

• Are more data always better for factor analysis?
• Forecasting economic time series using targeted predictors
• Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
• Forecasting Using Principal Components From a Large Number of Predictors
• Determining the Number of Factors in Approximate Factor Models

This page was built for publication: Forecasting using targeted diffusion indexes