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

Published in:	Mathematics
Main Authors:	Qian Wei, Heng-Guo Zhang
Format:	Article
Language:	English
Published:	MDPI AG 2025-06-01
Subjects:	Fourier domain transfer entropy mixed-frequency dynamic factor model adaptive differential evolution nowcasting model
Online Access:	https://www.mdpi.com/2227-7390/13/11/1891