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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2023
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| Materias: | |
| 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 |