Understanding and Comparing Factor-Based Forecasts
收藏NBER2005-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11285
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资源简介：
Forecasting using `diffusion indices' has received a good deal of attention in recent years. The idea is to use the common factors estimated from a large panel of data to help forecast the series of interest. This paper assesses the extent to which the forecasts are influenced by (i) how the factors
提供机构：
美国国家经济研究局
创建时间：
2005-05-01
