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A multifactor approach to forecasting Romanian gross domestic product (GDP) in the short run

The purpose of this paper is to investigate the application of a generalized dynamic factor model (GDFM) based on dynamic principal components analysis to forecasting short-term economic growth in Romania. We have used a generalized principal components approach to estimate a dynamic model based on...

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Detalles Bibliográficos
Autores principales:	Armeanu, Daniel, Andrei, Jean Vasile, Lache, Leonard, Panait, Mirela
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Public Library of Science 2017
Materias:	Research Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5524352/ https://www.ncbi.nlm.nih.gov/pubmed/28742100 http://dx.doi.org/10.1371/journal.pone.0181379

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