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