Marco J. Lombardi - Latest

• Short-Term Forecasting of the Japanese Economy Using Factor Models

  Staff Working Paper 2012-7 Claudia Godbout, Marco J. Lombardi

  While the usefulness of factor models has been acknowledged over recent years, little attention has been devoted to the forecasting power of these models for the Japanese economy. In this paper, we aim at assessing the relative performance of factor models over different samples, including the recent financial crisis.

  Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, International topics JEL Code(s): C, C5, C50, C53, E, E3, E37, E4, E47