Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Elena Fernández Muñoz"'
Publikováno v:
International Journal of Computational Economics and Econometrics. 7:5
This paper analyses the nowcasting performance of hyper-parameterised dynamic regression models with a large number of variables in log levels, and compares it with state-of-the-art methods for nowcasting. We deal with the 'curse of dimensionality' b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::103548ef3a6466fd0317dba44429aea2
https://doi.org/10.1504/ijcee.2017.10000659
https://doi.org/10.1504/ijcee.2017.10000659
Publikováno v:
SSRN Electronic Journal.
The sharp decline in economic activity registered in Spain over 2008 and 2009 has no precedents in recent history. After ten prosperous years with an average GDP growth of 3.7%, the current recession places non-judgemental forecasting models under st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::94a20692631f6175776a66cbaac63ed8
https://doi.org/10.2139/ssrn.1727324
https://doi.org/10.2139/ssrn.1727324