Nowcasting German GDP : foreign factors, financial markets, and model averaging
Year of publication: |
2023
|
---|---|
Authors: | Andreini, Paolo ; Hasenzagl, Thomas ; Reichlin, Lucrezia ; Senftleben-König, Charlotte ; Strohsal, Till |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 1, p. 298-313
|
Subject: | Dynamic Factor Model | German national accounts | Macroeconomic forecasting | Multivariate time series | News index | Nowcasting | State space models | Deutschland | Germany | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Wirtschaftsprognose | Economic forecast | Zustandsraummodell | State space model | Frühindikator | Leading indicator | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Volkswirtschaftliche Gesamtrechnung | National accounts | Nationaleinkommen | National income | Finanzmarkt | Financial market |
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