Forecasting GDP during and after the Great Recession: A contest between small-scale bridge and large-scale dynamic factor models

Organisation for Economic Co-operation and Development2026-04-11 收录

下载链接：

https://www.oecd.org/en/publications/forecasting-gdp-during-and-after-the-great-recession_5jlv2jj4mw40-en.html

下载链接

链接失效反馈

官方服务：

资源简介：

This paper compares the short-term forecasting performance of state-of-the-art large-scale dynamic factor models (DFMs) and the small-scale bridge models routinely used at the OECD. Pseudo-real time out-of-sample forecasts for France, Germany, Italy, Japan, United Kingdom and the United States during and after the Great Recession (2008-2014)...