Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model
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- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013.
"Should Macroeconomic Forecasters Use Daily Financial Data and How?,"
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- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics 09-2010, University of Cyprus Department of Economics.
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- Zadrozny, Peter A., 2016.
"Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data,"
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Elsevier, vol. 193(2), pages 438-446.
- Zadrozny, Peter A., 2015. "Extended Yule-Walker identification of Varma models with single- or mixed frequency data," CFS Working Paper Series 526, Center for Financial Studies (CFS).
- Peter A. Zadrozny, 2016. "Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data," CESifo Working Paper Series 5884, CESifo Group Munich.
- Neville Francis & Eric Ghysels & Michael T. Owyang, 2011. "The low-frequency impact of daily monetary policy shocks," Working Papers 2011-009, Federal Reserve Bank of St. Louis.
- Neville Francis, 2012. "The Low-Frequency Impact of Daily Monetary Policy Shock," 2012 Meeting Papers 198, Society for Economic Dynamics.
- Ghysels, Eric, 2016. "Macroeconomics and the reality of mixed frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 294-314.
- Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2015. "Markov-switching mixed-frequency VAR models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 692-711.
- Peter Zadrozny, 1997. "An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations," Economic Change and Restructuring, Springer, vol. 30(2), pages 221-238, May.
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KeywordsGross national product ; Forecasting;
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