2015
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Estudios de Economía Aplicada
Julián Moral Carcedo et al., « Feeding Large Econometric Models by a Mixed Approach of Classical Decomposition of Series and Dynamic Factor Analysis: Application to Wharton-UAM Model », Estudios de Economía Aplicada, ID : 10670/1.1km9uj
"The aim of this article is to submit an applied methodology to design long term scenarios that, many times, are needed to feed large econometric models in their most classical approach of L.R.Klein's legacy. In our proposal we mix the classical decomposition of time series with dynamic factor analysis, which, in fact, is closely linked to most recent Klein's works on High Frequency Models. The methodological approach is illustrated through an application for the set of exogenous variables that shape the international environment of the Wharton-UAM model for the Spanish economy."