Download This PaperHow Good are Dynamic Factor Models at Forecasting Output and Inflation? A Meta-Analytic Approach
60 Pages Posted: 8 Jun 2016
There are 2 versions of this paper
How Good are Dynamic Factor Models at Forecasting Output and Inflation? A Meta-Analytic Approach
Number of pages: 38
Posted: 21 Dec 2006
Downloads
199
Date Written: 2006
Abstract
This paper surveys existing factor forecast applications for real economic activity and
Keywords: Factor models, forecasting, meta-analysis
JEL Classification: C3, E37, C2
Suggested Citation: Suggested Citation
Ziegler, Christina and Ziegler, Christina and Eickmeier, Sandra, How Good are Dynamic Factor Models at Forecasting Output and Inflation? A Meta-Analytic Approach (2006). Bundesbank Series 1 Discussion Paper No. 2006,42, Available at SSRN: https://ssrn.com/abstract=2785269 or http://dx.doi.org/10.2139/ssrn.2785269
Do you have negative results from your research you’d like to share?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.