Matches in SemOpenAlex for { <https://semopenalex.org/work/W1516459673> ?p ?o ?g. }
- W1516459673 abstract "In this paper we explore the performance of bridge and factor models in forecasting quarterly aggregates in the very short-term subject to a pre-selection of monthly indicators. Starting from a large information set, we select a subset of targeted predictors using data reduction techniques as in Bai and Ng (2008). We then compare a Diffusion Index forecasting model as in Stock and Watson (2002), with a Bridge model specified with an automated General-To-Specific routine. We apply these techniques to forecasting Italian GDP growth and its main components from the demand side and find that Bridge models outperform naive forecasts and compare favorably against factor models. Results for France, Germany, Spain and the euro area confirm these findings." @default.
- W1516459673 created "2016-06-24" @default.
- W1516459673 creator A5015870918 @default.
- W1516459673 creator A5038257891 @default.
- W1516459673 creator A5065544496 @default.
- W1516459673 date "2012-01-01" @default.
- W1516459673 modified "2023-10-07" @default.
- W1516459673 title "Forecasting Economic Activity with Higher Frequency Targeted Predictors" @default.
- W1516459673 cites W1480205053 @default.
- W1516459673 cites W1495848172 @default.
- W1516459673 cites W1525881658 @default.
- W1516459673 cites W1547761672 @default.
- W1516459673 cites W1575374459 @default.
- W1516459673 cites W1591218811 @default.
- W1516459673 cites W1596304537 @default.
- W1516459673 cites W1601847710 @default.
- W1516459673 cites W1602064638 @default.
- W1516459673 cites W1608021164 @default.
- W1516459673 cites W1608254551 @default.
- W1516459673 cites W1661417540 @default.
- W1516459673 cites W1899035920 @default.
- W1516459673 cites W1937520435 @default.
- W1516459673 cites W1968596174 @default.
- W1516459673 cites W1977398734 @default.
- W1516459673 cites W1983582422 @default.
- W1516459673 cites W1998301223 @default.
- W1516459673 cites W2000632882 @default.
- W1516459673 cites W2002676805 @default.
- W1516459673 cites W2005269096 @default.
- W1516459673 cites W2010690772 @default.
- W1516459673 cites W2013719655 @default.
- W1516459673 cites W2028758310 @default.
- W1516459673 cites W2030758957 @default.
- W1516459673 cites W2036487425 @default.
- W1516459673 cites W2045065320 @default.
- W1516459673 cites W2069722841 @default.
- W1516459673 cites W2074903945 @default.
- W1516459673 cites W2077133843 @default.
- W1516459673 cites W2093168154 @default.
- W1516459673 cites W2099304623 @default.
- W1516459673 cites W2112664677 @default.
- W1516459673 cites W2117086116 @default.
- W1516459673 cites W2117443177 @default.
- W1516459673 cites W2118498456 @default.
- W1516459673 cites W2121246064 @default.
- W1516459673 cites W2122966827 @default.
- W1516459673 cites W2129377738 @default.
- W1516459673 cites W2133744398 @default.
- W1516459673 cites W2139318206 @default.
- W1516459673 cites W2142328211 @default.
- W1516459673 cites W2145146777 @default.
- W1516459673 cites W2146328169 @default.
- W1516459673 cites W2149404498 @default.
- W1516459673 cites W2163415710 @default.
- W1516459673 cites W2167824164 @default.
- W1516459673 cites W2170632141 @default.
- W1516459673 cites W2218948874 @default.
- W1516459673 cites W2319544123 @default.
- W1516459673 cites W2324242192 @default.
- W1516459673 cites W2326222700 @default.
- W1516459673 cites W2570481437 @default.
- W1516459673 cites W3121142277 @default.
- W1516459673 cites W3121142759 @default.
- W1516459673 cites W3121240283 @default.
- W1516459673 cites W3121347904 @default.
- W1516459673 cites W3121390690 @default.
- W1516459673 cites W3121504534 @default.
- W1516459673 cites W3121567201 @default.
- W1516459673 cites W3121862528 @default.
- W1516459673 cites W3122152508 @default.
- W1516459673 cites W3122247972 @default.
- W1516459673 cites W3122276724 @default.
- W1516459673 cites W3122364995 @default.
- W1516459673 cites W3122410825 @default.
- W1516459673 cites W3122634844 @default.
- W1516459673 cites W3122743776 @default.
- W1516459673 cites W3122915726 @default.
- W1516459673 cites W3123035284 @default.
- W1516459673 cites W3123103741 @default.
- W1516459673 cites W3123195265 @default.
- W1516459673 cites W3123218843 @default.
- W1516459673 cites W3123476736 @default.
- W1516459673 cites W3123550048 @default.
- W1516459673 cites W3123658308 @default.
- W1516459673 cites W3123817857 @default.
- W1516459673 cites W3123843329 @default.
- W1516459673 cites W3124023294 @default.
- W1516459673 cites W3124068201 @default.
- W1516459673 cites W3124121358 @default.
- W1516459673 cites W3124137655 @default.
- W1516459673 cites W3124150024 @default.
- W1516459673 cites W3124318951 @default.
- W1516459673 cites W3124341756 @default.
- W1516459673 cites W3124527550 @default.
- W1516459673 cites W3124572805 @default.
- W1516459673 cites W3124575407 @default.
- W1516459673 cites W3124831375 @default.
- W1516459673 cites W3124858815 @default.
- W1516459673 cites W3125515817 @default.
- W1516459673 cites W3125548721 @default.