Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis

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Name	TI Discussion Paper
No.	12-042/4

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@techreport{54fa2a0b775448f584b44f02c0622e50,

title = "Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis",

author = "F.U. Brauning and S.J. Koopman",

year = "2012",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "12-042/4",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}