Threshold MIDAS Forecasting of Inflation Rate
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More about this item
Keywords
Forecasting; High-frequency index; Mixed data sampling; Superiority predictive ability test; Threshold regression;All these keywords.
JEL classification:
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- 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-ETS-2024-03-04 (Econometric Time Series)
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