Título:

A Wavelet Approach for Factor-Augmented Forecasting

Autor:

António Rua (Bank of Portugal, UTL)

Revista:

Journal Of Forecasting

Ano:

2011

Volume:

30

Páginas:

666-678

Códigos JEL:

C53 - Forecasting and Other Model Applications
E23 - Production
E27 - Forecasting and Simulation