John Smidt

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

The Cyclical Component Factor Model

CREATES Research Paper No. 2008-44
Number of pages: 16 Posted: 02 Sep 2008
Department of Business and Economics, Institute of Food and Resource Economics and affiliation not provided to SSRN
Downloads 46 (402,410)

Abstract:

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Factor model, Cyclical components, Estimation, Real time forecasting