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This is the preliminary program for the 2008 Joint Statistical
Meetings in Denver, Colorado.
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The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2008 Program page |
= Applied Session,
= Theme Session,
= Presenter|
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377
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Wed, 8/6/08, 10:30 AM - 12:20 PM | CC-113 |
| Dynamic Factor Models for Real-Time Macroeconomic and Financial Forecasting - Invited - Papers | ||
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Business and Economics Statistics Section |
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| Organizer(s): Peter Zadrozny, Bureau of Labor Statistics | ||
| Chair(s): Stuart Scott, Bureau of Labor Statistics | ||
| 10:35 AM |
Modeling High-Dimensional Time Series by Generalized Linear Dynamic Factor Models —  Manfred Deistler, Vienne University of Technology
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| 10:55 AM |
Factor Decomposition of VARMA Models Based on Weighted Forecast-Error Covariances: Applied to Forecasting Quarterly GDP at Monthly Intervals — Peter Zadrozny, Bureau of Labor Statistics; Baoline Chen, Bureau of Economic Analysis
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| 11:15 AM |
Monthly Real-Time Estimates of Final GDP Based on an Estimated Monthly Model of Initial and Revised GDP — Baoline Chen, Bureau of Economic Analysis; Peter Zadrozny, Bureau of Labor Statistics
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| 11:35 AM |
Nowcasting UK GDP Growth: An Evaluation of Dynamic Factor Models Using Quasi Real-Time Data — Jana Eklund, Bank of England; Kamath Kishore, Bank of England; Vincent Labhard, European Central Bank; Simon Price, Bank of England
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| 11:55 AM |
NOWcasting Quarterly German GDP at Monthly Intervals Using Dynamic Factor Models — Klaus Wohlrabe, Ifo Institute for Economic Research
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| 12:15 AM | Floor Discussion | |
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JSM 2008
For information, contact jsm@amstat.org
or phone (888) 231-3473. If you have questions about the Continuing Education program,
please contact the Education Department. |