A multi-country approach to forecasting output growth using PMIs

DOI10.1016/j.jeconom.2016.02.003zbMath1420.62481OpenAlexW3121935000MaRDI QIDQ281037

Alexander Chudik, Valerie Grossman, M. Hashem Pesaran

Publication date: 10 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.02.003

zbMATH Keywords

forecastingnowcastingaugmented GVARdata-rich methodsGDP and PMIsglobal VARhigh-dimensional VAR

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator

Cites Work

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