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Conclusion

31 Dec 2007 RDP 2007-03
Christian Gillitzer and Jonathan Kearns
RDP 2007-03: Forecasting with Factors: The Accuracy of Timeliness 5. Conclusion. Christian Gillitzer and Jonathan Kearns. April 2007. Download the Paper 296. KB. This paper shows that factor-based forecasts can outperform standard time-series
https://www.rba.gov.au/publications/rdp/2007/2007-03/conclusion.html

Appendix A: Data Panel

31 Dec 2007 RDP 2007-03
Christian Gillitzer and Jonathan Kearns
RDP 2007-03: Forecasting with Factors: The Accuracy of Timeliness Appendix A: Data Panel. Christian Gillitzer and Jonathan Kearns. April 2007. Download the Paper 296. KB. Table A1: Data Panel. Code. Time. National accounts. GDP, sa. 5. 68. Non-farm
https://www.rba.gov.au/publications/rdp/2007/2007-03/appendix-a.html

References

31 Dec 2007 RDP 2007-03
Christian Gillitzer and Jonathan Kearns
RDP 2007-03: Forecasting with Factors: The Accuracy of Timeliness References. Christian Gillitzer and Jonathan Kearns. Download the Paper 296. KB. Angelini E, J Henry and R Mestre (2001), ‘Diffusion Index-Based Inflation Forecasts for the Euro
https://www.rba.gov.au/publications/rdp/2007/2007-03/references.html

Introduction

31 Dec 2007 RDP 2007-03
Christian Gillitzer and Jonathan Kearns
RDP 2007-03: Forecasting with Factors: The Accuracy of Timeliness 1. Introduction. Christian Gillitzer and Jonathan Kearns. April 2007. Download the Paper 296. KB. Dynamic factor models, which enable a large number of economic time series to be
https://www.rba.gov.au/publications/rdp/2007/2007-03/introduction.html

Factor Models and Timely Forecasting

31 Dec 2007 RDP 2007-03
Christian Gillitzer and Jonathan Kearns
RDP 2007-03: Forecasting with Factors: The Accuracy of Timeliness 2. Factor Models and Timely Forecasting. Christian Gillitzer and Jonathan Kearns. April 2007. Download the Paper 296. KB. The process of using factors to forecast can be broken down
https://www.rba.gov.au/publications/rdp/2007/2007-03/factor-models-timely-forecasting.html

The Composition of Forecast Models

31 Dec 2007 RDP 2007-03
Christian Gillitzer and Jonathan Kearns
RDP 2007-03: Forecasting with Factors: The Accuracy of Timeliness 3. The Composition of Forecast Models. Christian Gillitzer and Jonathan Kearns. April 2007. Download the Paper 296. KB. In this study we use a quarterly panel because most of the key
https://www.rba.gov.au/publications/rdp/2007/2007-03/composition-forecast-models.html

Appendix B: Alternative Factor Estimates

31 Dec 2007 RDP 2007-03
Christian Gillitzer and Jonathan Kearns
RDP 2007-03: Forecasting with Factors: The Accuracy of Timeliness Appendix B: Alternative Factor Estimates. Christian Gillitzer and Jonathan Kearns. April 2007. Download the Paper 296. KB. An alternative technique for estimating the factors has been
https://www.rba.gov.au/publications/rdp/2007/2007-03/appendix-b.html

Forecast Accuracy

31 Dec 2007 RDP 2007-03
Christian Gillitzer and Jonathan Kearns
RDP 2007-03: Forecasting with Factors: The Accuracy of Timeliness 4. Forecast Accuracy. Christian Gillitzer and Jonathan Kearns. April 2007. Download the Paper 296. KB. We produce out-of-sample forecasts to assess the accuracy of factor forecasts
https://www.rba.gov.au/publications/rdp/2007/2007-03/forecast-accuracy.html

Forecasting with Factors: The Accuracy of Timeliness

1 Apr 2007 RDP 2007-03
Christian Gillitzer and Jonathan Kearns
Research Discussion Paper – RDP 2007-03 Forecasting with Factors: The Accuracy of Timeliness. Christian Gillitzer and Jonathan Kearns. April 2007. 296. KB. Thanks to Christopher Kent, Kristoffer Nimark, Anthony Richards and Louise Wilkinson for
https://www.rba.gov.au/publications/rdp/2007/2007-03/

Forecasting with Factors: The Accuracy of Timeliness

1 Apr 2007 RDP 2007-03
Christian Gillitzer and Jonathan Kearns
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2007/2007-03.html