Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP
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- Marcellino, Massimiliano & Schumacher, Christian, 2008. "Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP," CEPR Discussion Papers 6708, C.E.P.R. Discussion Papers.
- Massimiliano Marcellino & Christian Schumacher, 2008. "Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP," Economics Working Papers ECO2008/16, European University Institute.
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More about this item
Keywords
MIDAS; large factor models; nowcasting; mixed-frequency data; missing values;JEL classification:
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2008-03-15 (All new papers)
- NEP-FOR-2008-03-15 (Forecasting)
- NEP-MAC-2008-03-15 (Macroeconomics)
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