Browsing FGV EESP - MPFE: Dissertações, Mestrado Profissional em Finanças e Economia by Title "Nowcasting Brazilian GDP"
Now showing items 1-1 of 1
-
Nowcasting Brazilian GDP
2017-08-16Based on recent surveys on nowcasting methods, we apply the one-step estimation of dynamic factor models to the Brazilian case. Such methodology copes well with the problems of mixed-frequency series, ragged edges, timeliness ...


