Forecasting GDP with many predictors in a small open economy: forecast or information pooling?

This study compares two distinct approaches, pooling forecasts from single indicator MIDAS models versus pooling information from indicators into factor MIDAS models, for short-term Singapore GDP growth forecasting with a large ragged-edge mixed frequency dataset. We consider various popular weighti...

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Detalles Bibliográficos
Autores principales: Chow, Hwee Kwan, Fei, Yijie, Han, Daniel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9826763/
https://www.ncbi.nlm.nih.gov/pubmed/36643201
http://dx.doi.org/10.1007/s00181-022-02356-9

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9826763/
https://www.ncbi.nlm.nih.gov/pubmed/36643201
http://dx.doi.org/10.1007/s00181-022-02356-9

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