Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis

F.U. Brauning, S.J. Koopman

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages33
Publication statusPublished - 2012

Publication series

NameTI Discussion Paper
No.12-042/4

Cite this

Brauning, F. U., & Koopman, S. J. (2012). Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis. (TI Discussion Paper; No. 12-042/4). Amsterdam: Tinbergen Institute.
Brauning, F.U. ; Koopman, S.J. / Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis. Amsterdam : Tinbergen Institute, 2012. (TI Discussion Paper; 12-042/4).
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Brauning, FU & Koopman, SJ 2012 'Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis' TI Discussion Paper, no. 12-042/4, Tinbergen Institute, Amsterdam.

Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis. / Brauning, F.U.; Koopman, S.J.

Amsterdam : Tinbergen Institute, 2012. (TI Discussion Paper; No. 12-042/4).

Research output: Working paperProfessional

TY - UNPB

T1 - Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis

AU - Brauning, F.U.

AU - Koopman, S.J.

PY - 2012

Y1 - 2012

M3 - Working paper

T3 - TI Discussion Paper

BT - Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis

PB - Tinbergen Institute

CY - Amsterdam

ER -

Brauning FU, Koopman SJ. Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis. Amsterdam: Tinbergen Institute. 2012. (TI Discussion Paper; 12-042/4).