USGDP

Dataset available to replicate the results in Giannone et al. 2008.

It contains the tools to implement dynamic factor models to forecast economic variables. The user will be able to construct pseudo real time vintages, use information criteria for determining the number of factors and shocks, estimate the model, and visualize results among other things.

Daiane Mattos

nowcasting

Predicting Economic Variables using Dynamic Factor Models

Daiane Marcolino de Mattos

Pedro Costa Ferreira

Serge de Valk

Guilherme Branco Gomes

USGDP function

A <code>list</code> with 2 elements:<ul>
<li><code>base</code> is a <code>mts</code> with 193 series and 312 observations. There are missing values;</li>
<li><code>legend</code> is a <code>data.frame</code> with specifications of the series in USGDP$base.</li>
</ul>

Format

Example of replication files in Giannone et al. 2008 — USGDP

Example of replication files in Giannone et al. 2008

USGDP: Example of replication files in Giannone et al. 2008

Description

Usage

Arguments

Format

References