IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to save this paper

Forecasting with mixed-frequency data

Author Info

Listed author(s):
  • Elena Andreou
  • Eric Ghysels
  • Andros Kourtellos

Abstract

No abstract is available for this item.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://papers.econ.ucy.ac.cy/RePEc/papers/10-10.pdf
Download Restriction: no

Paper provided by University of Cyprus Department of Economics in its series University of Cyprus Working Papers in Economics with number 10-2010.

as
in new window

Length: 28 pages
Date of creation: Nov 2010
Handle: RePEc:ucy:cypeua:10-2010
Contact details of provider: Web page: http://www.ucy.ac.cy/econ/en

Keywords:

This paper has been announced in the following NEP Reports:

No references listed on IDEAS
You can help add them by filling out this form.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Guest Contribution: “Nowcasting Global GDP Growth”
    by Menzie Chinn in Econbrowser on 2015-03-12 04:56:18
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as
in new window


Cited by:

  1. 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]    ," MPRA Paper 63713, University Library of Munich, Germany.
  2. 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.
  3. 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.
  4. 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.
  5. 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, 06.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Access and download statistics

When requesting a correction, please mention this item's handle: RePEc:ucy:cypeua:10-2010. 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: ()

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.