Artikel
A factor analysis for the Spanish economy
We present a medium-scale dynamic factor model to estimate and forecast the rate of growth of the Spanish economy in the very short term. The intermediate size of the model overcomes the serious specification problems associated with large scale-models and the implicit loss of information of small-scale models. The estimated common factor is used to forecast the gross domestic product by means of a transfer function model. Likewise, the model solves the operational and informational limits posed by the presence of an unbalanced panel of indicators and generates multivariate forecasts of the basic indicators.
- Sprache
-
Englisch
- Erschienen in
-
Journal: SERIEs - Journal of the Spanish Economic Association ; ISSN: 1869-4195 ; Volume: 3 ; Year: 2012 ; Issue: 3 ; Pages: 311-338 ; Heidelberg: Springer
- Klassifikation
-
Wirtschaft
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Forecasting Models; Simulation Methods
Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
Macroeconomics: Consumption, Saving, Production, Employment, and Investment: Forecasting and Simulation: Models and Applications
Business Fluctuations; Cycles
- Thema
-
dynamic factor model
short-term economic analysis
Spanish economy
Kalman filter
transfer function
temporal disaggregation
forecasting
nowcasting
Wirtschaftswachstum
Prognoseverfahren
Faktorenanalyse
Aggregation
Zustandsraummodell
Spanien
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Cuevas, Ángel
Quilis, Enrique M.
- Ereignis
-
Veröffentlichung
- (wer)
-
Springer
- (wo)
-
Heidelberg
- (wann)
-
2012
- DOI
-
doi:10.1007/s13209-011-0060-9
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Cuevas, Ángel
- Quilis, Enrique M.
- Springer
Entstanden
- 2012
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