FORECASTING WITH MIXED-FREQUENCY FACTOR MODELS IN THE PRESENCE OF COMMON TRENDS

Publisher: Cambridge University Press

E-ISSN: 1469-8056|19|4|753-775

ISSN: 1365-1005

Source: Macroeconomic Dynamics, Vol.19, Iss.4, 2013-11, pp. : 753-775

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract