Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/62850
Authors: 
Eklund, Jana
Kapetanios, George
Year of Publication: 
2008
Series/Report no.: 
Working Paper, Department of Economics, Queen Mary, University of London 625
Abstract: 
This paper provides a review which focuses on forecasting using statistical/econometric methods designed for dealing with large data sets.
Subjects: 
Macroeconomic forecasting
Factor models
Forecast combination
Principal components
JEL: 
C22
C53
E37
E47
Document Type: 
Working Paper

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