USGDPshort

Dataset available to replicate the results in Banbura et al. 2011.

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

USGDPshort function

A <code>list</code> with 2 elements:<ul>
<li><code>base</code> is a <code>mts</code> with 26 series and 358 observations. There are missing values;</li>
<li><code>legend</code> is a <code>data.frame</code> with specifications of the series in USGDPshort$base.</li>
</ul>

Format

Example of replication files in Banbura et al. 2011 — USGDPshort

Example of replication files in Banbura et al. 2011

USGDPshort: Example of replication files in Banbura et al. 2011

Description

Usage

Arguments

Format

References