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Forecasting with mixed-frequency data

Author

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  • Elena Andreou
  • Eric Ghysels
  • Andros Kourtellos

Abstract

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Suggested Citation

  • Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Forecasting with mixed-frequency data," University of Cyprus Working Papers in Economics 10-2010, University of Cyprus Department of Economics.
  • Handle: RePEc:ucy:cypeua:10-2010
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    File URL: http://papers.econ.ucy.ac.cy/RePEc/papers/10-10.pdf
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    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 09:56:18

    Citations

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    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.

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