Tipo di tesi
Tesi di laurea magistrale
Titolo
Predicting yesterday a Dynamic Factor Model for nowcasting
Dipartimento
ECONOMIA E MANAGEMENT
Parole chiave
- dynamic factor model
- forecasting
- nowcasting
- time series econometrics
Data inizio appello
16/10/2024
Consultabilità
Non consultabile
Data di rilascio
16/10/2094
Riassunto (Italiano)
This thesis explores the theoretical field of nowcasting, defined as the forecasting of the current state of the economy, together with its recent past and near future. The first part of the paper focuses on the analysis of the main models and estimation techniques used in the recent literature. Subsequent sections empirically evaluate the performance of a dynamic factor model estimated through various extraction techniques.
