Discussion paper DP8828 U-MIDAS: MIDAS regressions with unrestricted lag polynomials Christian Schumacher Massimiliano Marcellino Claudia Foroni 1 Feb 2012 International Macroeconomics C53 E37
Discussion paper DP7445 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area Christian Schumacher Massimiliano Marcellino Vladimir Kuzin 23 Sep 2009 International Macroeconomics C53 E37
Discussion paper DP7197 Pooling versus model selection for nowcasting with many predictors: An application to German GDP Christian Schumacher Massimiliano Marcellino Vladimir Kuzin 1 Mar 2009 International Macroeconomics C53 E37
Discussion paper DP6708 Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP Christian Schumacher Massimiliano Marcellino 15 Feb 2008 International Macroeconomics C53 E37