Event Title

Weighted-Covariance Factor Decomposition of VARMA Models for Forecasting Macroeconomic Data

Chair

Baoline Chen

Session Title

Parallel Sessions A: Real-Time Nowcasting of Nominal GDP with Structural Breaks

Start Date

7-7-2016 10:30 AM

End Date

7-7-2016 12:30 PM

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Jul 7th, 10:30 AM Jul 7th, 12:30 PM

Weighted-Covariance Factor Decomposition of VARMA Models for Forecasting Macroeconomic Data