Forecasting macroeconomic variables using data of different periodicities
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References listed on IDEAS
- Donihue, Michael R. & Howrey, E. Philip, 1992. "Using mixed frequency data to improve macroeconomic forecasts of inventory investment," International Journal of Production Economics, Elsevier, vol. 26(1-3), pages 33-41, February.
- Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1983.
"Forecasting and Conditional Projection Using Realistic Prior Distributions,"
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- Carol Corrado, 1986. "Reducing uncertainty in current analysis and projections: the estimation of monthly GNP," Special Studies Papers 209, Board of Governors of the Federal Reserve System (U.S.).
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- Rodriguez, Abel & Puggioni, Gavino, 2010. "Mixed frequency models: Bayesian approaches to estimation and prediction," International Journal of Forecasting, Elsevier, vol. 26(2), pages 293-311, April.
- Klaus Wohlrabe, 2009. "Makroökonomische Prognosen mit gemischten Frequenzen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(21), pages 22-33, November.
- Kuo, Chen-Yin, 2016. "Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory," Economic Modelling, Elsevier, vol. 52(PB), pages 772-789.
- Chen-Yin Kuo, 2017. "Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? An empirical study of the Ohlson model," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 195-225, July.
- Alain MAURIN & Alain GUAY, "undated". "An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP : Application to the Case of Guadeloupe," EcoMod2008 23800085, EcoMod.
- Guay, Alain & Maurin, Alain, 2015. "Disaggregation methods based on MIDAS regression," Economic Modelling, Elsevier, vol. 50(C), pages 123-129.
- Qing Cao & Mark Parry & Karyl Leggio, 2011. "The three-factor model and artificial neural networks: predicting stock price movement in China," Annals of Operations Research, Springer, vol. 185(1), pages 25-44, May.
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