UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?

Block factor methods offer an attractive approach to forecasting with many predictors. These extract the information in these predictors into factors reflecting different blocks of variables (e.g. a price block, a housing block, a financial block, etc.). However, a forecasting model which simply inc...

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Bibliographic details
Volume: 28
Main Author: Koop, Gary
Korobilis, Dimitris
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: AMSTERDAM Elsevier B.V 01.09.2011
ELSEVIER SCIENCE BV
Elsevier
published in: Economic modelling Vol. 28; no. 5; pp. 2307 - 2318
ORCID: 0000-0002-6091-378X
0000-0001-9146-3008
Data of publication: 2011-09-01
ISSN: 0264-9993
1873-6122
EISSN: 1873-6122
Discipline: Economics
Series: Economic Modelling
Subjects:
C53
E31
C11
E37
Online Access: available in Bonn?
Database: Web of Knowledge
Social Sciences Citation Index
Web of Science
Web of Science - Social Sciences Citation Index - 2011
RePEc IDEAS
RePEc
CrossRef
Academic OneFile (A&I only)
Database information Databases - DBIS