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Forecasting with mixed-frequency data

Author Info

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

Abstract

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File URL: http://papers.econ.ucy.ac.cy/RePEc/papers/10-10.pdf
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Paper provided by University of Cyprus Department of Economics in its series University of Cyprus Working Papers in Economics with number 10-2010.

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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

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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 04:56:18
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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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, 06.
  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. 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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