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?:about
?:abstract
  • "We suggest to use a factor model based backdating procedure to construct historical Euro-area macroeconomic time series data for the pre-Euro period. We argue that this is a useful alternative to standard contemporaneous aggregation methods. The paper investigates for a number of Euro-area variables whether forecasts based on the factorbackdated data are more precise than those obtained with standard area-wide data. A recursive pseudo-out-of-sample forecasting experiment using quarterly data and a forecasting period 2000Q1-2007Q4 is conducted. Our results suggests that some key variables (e.g. real GDP and in ation) can indeed be forecasted more precisely with the factor-backdated data." (author's abstract) (xsd:string)
?:contributor
?:dateModified
  • 2010 (xsd:gyear)
?:datePublished
  • 2010 (xsd:gyear)
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  • true (xsd:boolean)
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?:inLanguage
  • en (xsd:string)
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?:name
  • Forecasting Euro-area macroeconomic variables using a factor model approach for backdating (xsd:string)
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?:publicationType
  • Arbeitspapier (xsd:string)
?:sourceInfo
  • GESIS-SSOAR (xsd:string)
rdf:type
?:url
?:urn
  • urn:nbn:de:0168-ssoar-430004 ()
?:volumeNumber
  • 4 (xsd:string)