Factor-MIDAS for now- and forecasting with ragged-edge data : a model comparison for German GDP /

This paper compares different ways to estimate the current state of the economy using factor models that can handle unbalanced datasets. Due to the different release lags of business cycle indicators, data unbalancedness often emerges at the end of multivariate samples, which is sometimes referred t...

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Bibliographic Details
Main Author: Massimiliano Marcellino, 1970-
Other Authors: Schumacher, Christian
Format: Book
Language:English
Published: Frankfurt am Main : Deutsche Bundesbank, 2007
Series:Discussion paper (Deutsche Bundesbank). Series 1: economic studies no. 34/2007
Subjects:
Online Access:http://econstor.eu/bitstream/10419/19711/1/200734dkp.pdf