Short-term forecasting of GDP using large monthly datasets - A pseudo real-time forecast evaluation exercise | nbb.be

June 2008

Barhoumi, K. / Benk, S. / Cristadoro, R. / Den Reijer, A. / Jakaitiene, A. / Jelonek, P. / Rua, A. / Ruth, K. / Van Nieuwenhuyze, Ch. / Rünstler, G.

Working Paper N° 133

JEL classification:

Keywords:

dynamic factor models

real-time data flow

Download Press release

published in the Journal of Forecasting, Vol. 28(7), Nov. 2009, pp. 595-611