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A Sorted Leading Indicators Dynamic (SLID) Factor Model for Short-run Euro-area GDP Forecasting

By Daniel Grenouilleau

A Sorted Leading Indicators Dynamic (SLID) Factor Model for Short-run Euro-area GDP Forecasting
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Recoge: 1.The model - 2.Data selection and processing - 3.Forecast performances - 4.A few remarks about model robustness - 5.Conclusion - 6.References - 7.Annex.

Book Details

  • Country: US
  • Published: 2004
  • Publisher: European Commission, Directorate-General for Economic and Financial Affairs
  • Author(s):Daniel Grenouilleau
  • Language: English
  • Pages: 46
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