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Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility

Massimiliano Marcellino

Publication Data

Title Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Author Massimiliano Marcellino
Contributors Mario Porqueddu, Fabrizio Venditti, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 0000
Publication location London

Descriptive Notes

"International macroeconomics"--Cover.

Topics

Gross domestic product :: Forecasting :: Statistical methods

Catalogue Data

OBNB ID GBB422785
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 339.31

ISBD

P1053 54 pages
P1042 Includes bibliographical references.

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Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility by Massimiliano Marcellino. Published by Centre for Economic Policy Research. Publication and catalogue information, links to buy online and reader comments.