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An automatic leading indicator of economic activity: forecasting GDP growth for European countries*

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Publication:2772837
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DOI10.1111/1368-423X.00053zbMath0989.91094OpenAlexW2071252498MaRDI QIDQ2772837

Gonzalo Camba-Mendez, Martin R. Weale, Richard J. Smith, George Kapetanios

Publication date: 19 February 2002

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.00053



Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)


Related Items (4)

Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling ⋮ Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models ⋮ Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach ⋮ A parametric estimation method for dynamic factor models of large dimensions






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