Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models?

By Christian Dreger, Christian Schumacher. 2002

55 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Sociology and Political Science

View Paper: https://www.semanticscholar.org/paper/01f89431f8547de217a08bd7edbc104aff3f7e44

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In Economics and Econometrics

1. C. V. Nieuwenhuyze

In Sociology and Political Science

1. C. V. Nieuwenhuyze

Citations in the corpus

• A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts (2006, methodology): “…show that the dynamic method performs better than the static method of Stock and Watson 2 mainly focus on forecasting and its performance, examples include Artis et al. (2002), Boivin and Ng (2003), Hansson et al. (2003), Dreger and Schumacher (2002), Stock and Watson (2002) and Watson (2003).”