Article ID Journal Published Year Pages File Type
5061235 Economics Letters 2010 4 Pages PDF
Abstract
Papers on factor forecasting are often focused on national data only. This paper highlights the role of international data for forecasting German GDP and shows how targeted predictors as proposed by Bai and Ng [Forecasting economic time series using targeted predictors, Journal of Econometrics 146 (2008), 304-317] can improve forecast accuracy.
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Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Factor forecasting using international targeted predictors: The case of German GDP
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