Back to Search
Start Over
Forecasting European GNP data through common factor models and other procedures
- Source :
- Journal of Forecasting. July, 2002, Vol. 21 Issue 4, p225, 20 p.
- Publication Year :
- 2002
-
Abstract
- Annual gross national product data of 5 European countries is studied; specifically, analyzing intercountry interaction and dependence. A dynamic factor model is used to account for common information among variables: e.g., common cycles, common trends, and the like.
Details
- ISSN :
- 02776693
- Volume :
- 21
- Issue :
- 4
- Database :
- Gale General OneFile
- Journal :
- Journal of Forecasting
- Publication Type :
- Academic Journal
- Accession number :
- edsgcl.90355609