Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis

F.U. Brauning, S.J. Koopman

Research output: Working paperProfessional

177 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages33
Publication statusPublished - 2012

Publication series

NameTI Discussion Paper
No.12-042/4

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