Title:Factor-MIDAS for nowcasting and forecasting with ragged-edge data : a model comparison for German GDP Author(s):MARCELLINO, Massimiliano; SCHUMACHER, ChristianDate:2010Citation:
- Oxford Bulletin of Economics and Statistics, 2010, 72, 4, 518-550
Type:ArticleAbstract:In this article, we merge two strands from the recent econometric literature. First, factor models based on large sets of macroeconomic variables for forecasting, which have generally proven useful for forecasting. However, ...