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Automatic leading indicator of economic activity:forecasting GDP growth for European countries

Mendez, Gonzalo camba Et al

Automatic leading indicator of economic activity:forecasting GDP growth for European countries J5708 2001 - 2001 - S56-S90 V. 04 Issue. 01

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Dynamic factor model;Forecasting;Kalam filter;AR;VAR and BVAR models;

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