Forecasting with mixed-frequency data
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Guest Contribution: “Nowcasting Global GDP Growth”
by Menzie Chinn in Econbrowser on 2015-03-12 09:56:18
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chen, Yu-chin & Turnovsky, Stephen J. & Zivot, Eric, 2014.
"Forecasting inflation using commodity price aggregates,"
Journal of Econometrics, Elsevier, vol. 183(1), pages 117-134.
- Yu-chin Chen & Stephen J. Turnovsky & Eric Zivot, 2011. "Forecasting Inflation using Commodity Price Aggregates," Working Papers UWEC-2011-14, University of Washington, Department of Economics.
- Marie Bessec & Othman Bouabdallah, 2015.
"Forecasting GDP over the Business Cycle in a Multi-Frequency and Data-Rich Environment,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(3), pages 360-384, June.
- Bessec, M. & Bouabdallah, O., 2012. "Forecasting GDP over the business cycle in a multi-frequency and data-rich environment," Working papers 384, Banque de France.
- Marie Bessec & Othman Bouabdallah, 2015. "Forecasting GDP over the business cycle in a multi-frequency and data-rich environment," Post-Print hal-01275760, HAL.
- Tóth, Peter, 2014.
"Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP],"
63713, University Library of Munich, Germany.
- Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
- Belomestny, Denis, 2011. "Spectral estimation of the Lévy density in partially observed affine models," Stochastic Processes and their Applications, Elsevier, vol. 121(6), pages 1217-1244, June.
- Bangwayo-Skeete, Prosper F. & Skeete, Ryan W., 2015. "Can Google data improve the forecasting performance of tourist arrivals? Mixed-data sampling approach," Tourism Management, Elsevier, vol. 46(C), pages 454-464.
- LUPU, Radu & CALIN, Adrian Cantemir, 2014. "A Mixed Frequency Analysis Of Connections Between Macroeconomic Variables And Stock Markets In Central And Eastern Europe," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(2), pages 69-79.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2010-12-04 (Econometrics)
- NEP-ETS-2010-12-04 (Econometric Time Series)
- NEP-FOR-2010-12-04 (Forecasting)
- NEP-MST-2010-12-04 (Market Microstructure)
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