| Author (Corporate) | European Commission: DG Economic and Financial Affairs |
|---|---|
| Series Title | European Economy: Economic Papers |
| Series Details | No.217, December 2004 |
| Publication Date | December 2004 |
| ISBN | 92-894-8366-0 |
| ISSN | 1725-3187 |
| EC | KC-AI-04-219-EN-C |
| Content Type | Journal | Series | Blog, Report |
|
This paper introduces a statistical model for short-term GDP forecasting based on approximate dynamic factors, Stock and Watson methodology, extracted from a very large number of leading indicators sorted according to their correlations at various lags to euro-area GDP, Sorted Leading Indicators Dynamic factor model. |
|
| Source Link | Link to Main Source http://ec.europa.eu/economy_finance/publications/publication_summary548_en.htm |
| Countries / Regions | Europe |
