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Title:Factor-MIDAS for now- and forecasting with ragged-edge data : a model comparison for German GDP Author(s):MARCELLINO, Massimiliano
; SCHUMACHER, ChristianDate:2007Type:Working PaperSeries/Number:Deutsche Bundesbank; Discussion Paper; Series 1: Economic Studies; 2007/34Abstract:This paper compares different ways to estimate the current state of the economy using factor models that can handle unbalanced datasets. Due to the different release lags of business cycle indicators, data unbalancedness ...
; SCHUMACHER, ChristianDate:2007Type:Working PaperSeries/Number:Deutsche Bundesbank; Discussion Paper; Series 1: Economic Studies; 2007/34Abstract:This paper compares different ways to estimate the current state of the economy using factor models that can handle unbalanced datasets. Due to the different release lags of business cycle indicators, data unbalancedness ...