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Forecasting with mixed-frequency time series models

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  • Wohlrabe, Klaus

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Bibliographic Info

Paper provided by University of Munich, Department of Economics in its series Munich Dissertations in Economics with number 9681.

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Date of creation: 28 Jan 2009
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Handle: RePEc:lmu:dissen:9681

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Related research

Keywords: mixed-frequency; forecasting; MIDAS; state-space;

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Citations

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Cited by:
  1. Klaus Wohlrabe, 2011. "Konstruktion von Indikatoren zur Analyse der wirtschaftlichen Aktivität in den Dienstleistungsbereichen," ifo Forschungsberichte, Ifo Institute for Economic Research at the University of Munich, number 55.
  2. Klaus Wohlrabe, 2009. "Makroökonomische Prognosen mit gemischten Frequenzen," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 62(21), pages 22-33, November.
  3. Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542, April.
  4. Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Economics Working Papers ECO2013/02, European University Institute.
  5. Kai Carstensen & Steffen Henzel & Johannes Mayr & Klaus Wohlrabe, 2009. "IFOCAST: Methoden der ifo-Kurzfristprognose," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 62(23), pages 15-28, December.
  6. Christian Schumacher, 2011. "Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 231(1), pages 28-49, February.
  7. Klaus Wohlrabe, 2012. "Prognose des Dienstleistungssektors in Deutschland," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 65(01), pages 31-39, 01.
  8. Christian Seiler & Klaus Wohlrabe, 2013. "Das ifo Geschäftsklima und die deutsche Konjunktur," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 66(18), pages 17-21, October.

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