Automatic leading indicators versus macroeconometric structural models: A comparison of inflation and GDP growth forecasting

Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Nedelyn Magtibay-Ramos, Pilipinas Quising

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)399-413
Number of pages15
JournalInternational Journal of Forecasting
Volume24
Issue number3
DOIs
StatePublished - Jul 2008
Externally publishedYes

ASJC Scopus Subject Areas

  • Business and International Management

Keywords

  • Dynamic factor models
  • Equilibrium/error correction
  • Model reduction
  • VAR

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