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Economic forecasting: editors’ introduction

Author

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  • Robert M. Kunst

    (University of Vienna
    Institute for Advanced Studies)

  • Martin Wagner

    (University of Klagenfurt
    Bank of Slovenia
    Institute for Advanced Studies)

Abstract

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Suggested Citation

  • Robert M. Kunst & Martin Wagner, 2020. "Economic forecasting: editors’ introduction," Empirical Economics, Springer, vol. 58(1), pages 1-5, January.
    • Handle: RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01820-3
    DOI: 10.1007/s00181-019-01820-3
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    References listed on IDEAS

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    1. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015. "Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(4), pages 837-862, October.
    2. Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2004. "The MIDAS Touch: Mixed Data Sampling Regression Models," University of California at Los Angeles, Anderson Graduate School of Management qt9mf223rs, Anderson Graduate School of Management, UCLA.
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    Cited by:

    1. Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2022. "Revisions in the Norwegian National Accounts: accuracy, unbiasedness and efficiency in preliminary figures," Empirical Economics, Springer, vol. 62(3), pages 1079-1121, March.

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