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14-113/III - Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components


  • Authors
    Irma Hindrayanto, De Nederlandsche Bank; Siem Jan Koopman, VU University Amsterdam, the Netherlands; Jasper de Winter, De Nederlandsche Bank, the Netherlands
  • Publication date
    August 22, 2014
  • Keywords
    Factor models, Principal component analysis, Forecasting, Kalman filter, State space method, Publication lag, Mixed frequency
  • JEL
    C32, C53, E17