Real-Time Forecasting with a MIDAS VAR
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- repec:nsr:escoed:escoe-dp-2018-07 is not listed on IDEAS
- Gary Koop & Stuart McIntyre & James Mitchell, 2018. "UK regional nowcasting using a mixed frequency vector autoregressive model," Working Papers 1805, University of Strathclyde Business School, Department of Economics.
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KeywordsForecasting; Mixed frequency data; MIDAS; VAR; Real time;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2015-04-11 (Econometrics)
- NEP-FOR-2015-04-11 (Forecasting)
- NEP-MAC-2015-04-11 (Macroeconomics)
- NEP-ORE-2015-04-11 (Operations Research)
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