20-078/III - Dynamic Factor Models with Clustered Loadings: Forecasting Education Flows using Unemployment Data

• Authors
  Francisco Blasques, Vrije Universiteit Amsterdam; Meindert Heres Hoogerkamp, Dutch Ministry of Education, Culture and Science; Siem Jan Koopman, Vrije Universiteit Amsterdam; Ilka van de Werve, Vrije Universiteit Amsterdam
• Publication date
  November 17, 2020

• Keywords
  Dynamic Factor Models, Cluster Analysis, Forecasting, Education, Unemployment
• JEL
  I25, C38, C53