Real-Time Forecasting with a MIDAS VAR
Download full text from publisher
Other versions of this item:
More about this item
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)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kof:wpskof:15-377. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://edirc.repec.org/data/koethch.html .
We have no references for this item. You can help adding them by using this form .