C5 - Econometric Modeling - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T04:42:31+00:00Mixed Frequency Forecasts for Chinese GDP
https://www.bankofcanada.ca/2011/04/working-paper-2011-11/
We evaluate different approaches for using monthly indicators to predict Chinese GDP for the current and the next quarter (‘nowcasts’ and ‘forecasts’, respectively). We use three types of mixed-frequency models, one based on an economic activity indicator (Liu et al., 2007), one based on averaging over indicator models (Stock and Watson, 2004), and a static factor model (Stock and Watson, 2002).2011-04-05T07:44:52+00:00enMixed Frequency Forecasts for Chinese GDP2011-04-05Econometric and statistical methodsInternational topicsWorking Paper 2011-11https://www.bankofcanada.ca/wp-content/uploads/2011/04/wp11-11.pdfMixed Frequency Forecasts for Chinese GDPPhilipp MaierApril 2011CC5C50C53EE3E37E4E47