dc.contributor.author | Brüggemann, Ralf | de |
dc.contributor.author | Zeng, Jing | de |
dc.date.accessioned | 2013-11-21T12:00:00Z | de |
dc.date.accessioned | 2015-05-11T12:34:38Z | |
dc.date.available | 2015-05-11T12:34:38Z | |
dc.date.issued | 2010 | de |
dc.identifier.uri | http://www.ssoar.info/ssoar/handle/document/43000 | |
dc.description.abstract | "We suggest to use a factor model based backdating procedure to construct historical Euro-area macroeconomic time series data for the pre-Euro period. We argue that this is a useful alternative to standard contemporaneous aggregation methods. The paper investigates for a number of Euro-area variables whether forecasts based on the factorbackdated data are more precise than those obtained with standard area-wide data. A recursive pseudo-out-of-sample forecasting experiment using quarterly data and a forecasting period 2000Q1-2007Q4 is conducted. Our results suggests that some key variables (e.g. real GDP and in ation) can indeed be forecasted more precisely with the factor-backdated data." (author's abstract) | en |
dc.language | en | de |
dc.subject.ddc | Wirtschaft | de |
dc.subject.ddc | Sociology & anthropology | en |
dc.subject.ddc | Sozialwissenschaften, Soziologie | de |
dc.subject.ddc | Social sciences, sociology, anthropology | en |
dc.subject.ddc | Economics | en |
dc.subject.ddc | Soziologie, Anthropologie | de |
dc.title | Forecasting Euro-area macroeconomic variables using a factor model approach for backdating | de |
dc.description.review | begutachtet | de |
dc.description.review | reviewed | en |
dc.source.volume | 4 | de |
dc.publisher.country | DEU | |
dc.publisher.city | Konstanz | de |
dc.source.series | CMS Discussion Paper | |
dc.subject.classoz | Wirtschaftssoziologie | de |
dc.subject.classoz | Erhebungstechniken und Analysetechniken der Sozialwissenschaften | de |
dc.subject.classoz | National Economy | en |
dc.subject.classoz | Sociology of Economics | en |
dc.subject.classoz | Methods and Techniques of Data Collection and Data Analysis, Statistical Methods, Computer Methods | en |
dc.subject.classoz | Volkswirtschaftstheorie | de |
dc.subject.thesoz | Prognoseverfahren | de |
dc.subject.thesoz | forecast procedure | en |
dc.subject.thesoz | Zeitreihe | de |
dc.subject.thesoz | time series | en |
dc.subject.thesoz | Daten | de |
dc.subject.thesoz | data | en |
dc.subject.thesoz | Makroökonomie | de |
dc.subject.thesoz | macroeconomics | en |
dc.subject.thesoz | Faktorenanalyse | de |
dc.subject.thesoz | factor analysis | en |
dc.subject.thesoz | EWWU | de |
dc.subject.thesoz | EEMU | en |
dc.subject.thesoz | Strukturanalyse | de |
dc.subject.thesoz | structural analysis | en |
dc.subject.thesoz | wirtschaftliche Integration | de |
dc.subject.thesoz | economic integration | en |
dc.subject.thesoz | europäischer Markt | de |
dc.subject.thesoz | European market | en |
dc.subject.thesoz | Strukturwandel | de |
dc.subject.thesoz | structural change | en |
dc.subject.thesoz | Bundesrepublik Deutschland | de |
dc.subject.thesoz | Federal Republic of Germany | en |
dc.subject.thesoz | Methode | de |
dc.subject.thesoz | method | en |
dc.subject.thesoz | historische Analyse | de |
dc.subject.thesoz | historical analysis | en |
dc.subject.thesoz | Aggregation | de |
dc.subject.thesoz | aggregation | en |
dc.identifier.urn | urn:nbn:de:0168-ssoar-430004 | |
dc.date.modified | 2014-04-15T07:54:00Z | de |
dc.rights.licence | Deposit Licence - Keine Weiterverbreitung, keine Bearbeitung | de |
dc.rights.licence | Deposit Licence - No Redistribution, No Modifications | en |
ssoar.contributor.institution | USB Köln | de |
internal.status | formal und inhaltlich fertig erschlossen | de |
internal.identifier.thesoz | 10055409 | |
internal.identifier.thesoz | 10054019 | |
internal.identifier.thesoz | 10034708 | |
internal.identifier.thesoz | 10051557 | |
internal.identifier.thesoz | 10035494 | |
internal.identifier.thesoz | 10065629 | |
internal.identifier.thesoz | 10035480 | |
internal.identifier.thesoz | 10038303 | |
internal.identifier.thesoz | 10042929 | |
internal.identifier.thesoz | 10038629 | |
internal.identifier.thesoz | 10037571 | |
internal.identifier.thesoz | 10036452 | |
internal.identifier.thesoz | 10035466 | |
internal.identifier.thesoz | 10034716 | |
dc.type.stock | monograph | de |
dc.type.document | Arbeitspapier | de |
dc.type.document | working paper | en |
dc.rights.copyright | f | de |
dc.source.pageinfo | 27 | de |
internal.identifier.classoz | 1090301 | |
internal.identifier.classoz | 10105 | |
internal.identifier.classoz | 10205 | |
internal.identifier.document | 3 | |
dc.contributor.corporateeditor | Universität Konstanz, Center for Quantitative Methods and Survey Research (CMS) | |
internal.identifier.corporateeditor | 349 | |
internal.identifier.ddc | 300 | |
internal.identifier.ddc | 330 | |
internal.identifier.ddc | 301 | |
dc.description.pubstatus | Veröffentlichungsversion | de |
dc.description.pubstatus | Published Version | en |
internal.identifier.licence | 3 | |
internal.identifier.pubstatus | 1 | |
internal.identifier.review | 2 | |
dc.description.misc | true | de |
internal.identifier.series | 917 | |
dc.subject.classhort | 10100 | de |
dc.subject.classhort | 10900 | de |
internal.pdf.version | 1.6 | |
internal.pdf.valid | true | |
internal.pdf.wellformed | true | |
internal.check.abstractlanguageharmonizer | CERTAIN | |
internal.check.languageharmonizer | CERTAIN_RETAINED | |