A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth
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DOI: 10.1016/j.ijforecast.2019.09.006
Abstract: Abstract This paper estimates a three-frequency dynamic factor model for nowcasting the Canadian provincial gross domestic product (GDP). The Canadian provincial GDP at market prices is released by Statistics Canada annually with a significant lag… read more here.
Keywords: canadian provincial; gdp; nowcasting canadian; frequency ... See more keywords