Predicting Economic Variables using Dynamic Factor Models

base_extraction | Create a real time data base |

Bpanel | Balanced panel |

BRGDP | Real Time Database of 100 economic variables from 12/11/2018 |

ICfactors | Information criteria for determining the number of factors in... |

ICshocks | Information criterion for determining the number of shocks in... |

month2qtr | Monthly to quarterly transformation |

nowcast | Nowcasting of a quarterly time series using a dynamic factor... |

nowcasting | Nowcast Analysis and Create Real-Time Data Basis |

nowcast.plot | Plot for the nowcast output function |

PRTDB | Pseudo Real Time Data Base |

qtr2month | Quarterly to monthly transformation |

RTDB | Create Real Time Data Base |

USGDP | Example of replication files in Giannone et al. 2008 |

USGDPshort | Example of replication files in Banbura et al. 2011 |

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