An Adaptive Evolutionary Causal Dynamic Factor Model

Background: With COVID-19 having a significant impact on economic activity, it has become difficult for the existing dynamic factor models (nowcasting models) to forecast macroeconomics with high accuracy. The real-time monitoring of macroeconomics has become an important research problem faced by b...

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Bibliographic Details
Main Authors: Qian Wei, Heng-Guo Zhang
Format: Article
Language:English
Published: MDPI AG 2025-06-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/11/1891
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