Browsing BI Research Centre's Series by Subject "Bayesian Dynamic Factor Model (BDFM)"
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Forecasting GDP with global components. This time is different
(CAMP Working Papers Series;1/2015, Working paper, 2015)A long strand of literature has shown that the world has become more global. Yet, the recent Great Global Recession turned out to be hard to predict, with forecasters across the world committing large forecast errors. ...