Nowcasting Japan’s GDP
Bibliographic Data
| ID | 21542530 |
|---|---|
| Authors | Fumio Hayashi (0000-0003-4435-8111, National Graduate Institute for Policy Studies, corresponding author), Yuta Tachi (0000-0002-5500-6413, Reitaku University) |
| Year | 2023 |
| Volume | 64 |
| Issue | 4 |
| Pages | 1699-1735 |
| Publication date | 2023-04-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-022-02301-w |
| PMID | 36158993 |
| OpenAlex | W4297252931 |
| Language | EN |
| Citations received | 1 |
| References cited | 27 |
Benchmarking · Consensus forecast · Econometrics · Economics · Geography · Meteorology · Nowcasting · Complex Systems and Time Series Analysis · Monetary Policy and Economic Impact · Spatial and Panel Data Analysis · Geology
Time Series Analysis by State Space Methods
Forecasting, Structural Time Series Models and the Kalman Filter
Nowcasting
Determining the Number of Factors in Approximate Factor Models
Mixed-frequency approaches to nowcasting GDP
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility
Comparing Predictive Accuracy
| Citations per year | 1 |
|---|---|
| Citation span | 2025 - 2025 (1) |
| Highly cited | No |