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A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts
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A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts
A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts
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februari 2006
Van Nieuwenhuyze, Ch.
Working Paper N° 80
JEL-classificatie:
C33
C43
E32
E37
Trefwoorden:
dynamic factor model
business cycle
leading indicators
forecasting
data reduction
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