Nowcasting Mexico’s Short-Term GDP Growth in Real-Time: A Factor Model versus Professional Forecasters
We introduce a novel real-time database for the Mexican economy and propose a small-scale mixed-frequency dynamic factor model for nowcasting Mexico’s short-term GDP growth in real-time. We compare our factor-based backcasts, nowcasts, and forecasts with those of the consensus of the survey of prof...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
LSE Press
2016-10-01
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| coleção: | Economía |
| Assuntos: | |
| Acesso em linha: | https://account.economia.lse.ac.uk/index.php/lse-j-elaceaj/article/view/49 |
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