Forecasting GDP during and after the Great Recession: a contest between small-scale bridge and large-scale dynamic factor models
"This paper compares the short-term forecasting performance of state-of-the-art large-scale dynamic factor models (DFMs) and the small-scale bridge models routinely used at the OECD. Pseudo-real time out-of-sample forecasts for France, Germany, Italy, Japan, United Kingdom and the United States...
| Main Authors: | , , , , |
|---|---|
| Institution: | ETUI-European Trade Union Institute |
| Format: | TEXT |
| Language: | English |
| Published: |
Paris
2016
OECD |
| Subjects: | |
| Online Access: | https://www.labourline.org/KENTIKA-19101354124919295369-Forecasting-GDP-during-and-aft.htm |
