Nowcasting Mexico’s quarterly GDP using factor models and bridge equations
I evaluate five nowcasting models that I used to forecast Mexico’s quarterly GDP in the short run: a dynamic factor model (DFM), two bridge equation (BE) models and two models based on principal components analysis (PCA). The results indicate that the average of the two BE forecasts is statistically...
Enregistré dans:
| Publié dans: | Estudios Económicos |
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| Auteur principal: | |
| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
El Colegio de México, A.C.
2020
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| Sujets: | |
| Accès en ligne: | https://www.redalyc.org/articulo.oa?id=59763958002 https://www.redalyc.org/journal/597/59763958002/ https://www.redalyc.org/journal/597/59763958002/html/ https://www.redalyc.org/journal/597/59763958002/59763958002.epub https://www.redalyc.org/journal/597/59763958002/movil |
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