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Forecasting with mixed-frequency data

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  • Elena Andreou
  • Eric Ghysels
  • Andros Kourtellos

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  • 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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    References listed on IDEAS

    as
    1. Ole E. Barndorff-Nielsen, 2004. "Power and Bipower Variation with Stochastic Volatility and Jumps," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 2(1), pages 1-37.
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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

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    Cited by:

    1. Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014. "Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 483-500, October.
    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. 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.
    4. 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.
    5. Christiane Baumeister & Lutz Kilian, 2014. "What Central Bankers Need To Know About Forecasting Oil Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 869-889, August.
    6. 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.
    7. 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.
    8. 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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