Forecasting with Rational Expectations Models     Forecasting  Rational Expectations Models       font style='font-size:12px;'> 2015/8/4

Forecasting with Rational Expectations Models.

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Generalized Shrinkage Methods for Forecasting using Many Predictors     high dimensional model  empirical Bayes  dynamic factor models       font style='font-size:12px;'> 2014/3/18

This paper provides a simple shrinkage representation that describes the operational characteristics of various forecasting methods designed for a large number of orthogonal predictors (such as princi...

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Macroeconomic Forecasting Using Diffusion Indexes     Factor model  Forecasting  Principal components       font style='font-size:12px;'> 2014/3/18

This article studies forecasting a macroeconomic time series variable using a large number of predictors. The predictors are summarized using a small number of indexes constructed by princ...

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