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Records found: 11

DP15403	A Comparison of Monthly Global Indicators for Forecasting Growth Author(s): Christiane Baumeister and Pierre Guerin Published: October 2020
DP12219	Is Industrial Production Still the Dominant Factor for the US Economy? Author(s): Elena Andreou, Patrick Gagliardini, Eric Ghysels and Mirco Rubin Published: August 2017
DP11307	On the use of high frequency measures of volatility in MIDAS regressions Author(s): Elena Andreou Published: June 2016
DP10186	Can we Automate Earnings Forecasts and Beat Analysts? Author(s): Ryan Ball, Eric Ghysels and Huan Zhou Published: October 2014
DP10160	A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics Author(s): Davide Pettenuzzo, Allan Timmermann and Rossen Valkanov Published: September 2014
DP9815	Markov-Switching Mixed-Frequency VAR Models Author(s): Claudia Foroni, Pierre Guérin and Massimiliano Marcellino Published: February 2014
DP9698	Regime Switches in the Risk-Return Trade-off Author(s): Eric Ghysels, Pierre Guérin and Massimiliano Marcellino Published: October 2013
DP9655	Testing for Granger Causality with Mixed Frequency Data Author(s): Eric Ghysels, Jonathan B. Hill and Kaiji Motegi Published: September 2013
DP7445	MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area Author(s): Vladimir Kuzin, Massimiliano Marcellino and Christian Schumacher Published: September 2009
DP7197	Pooling versus model selection for nowcasting with many predictors: An application to German GDP Author(s): Vladimir Kuzin, Massimiliano Marcellino and Christian Schumacher Published: March 2009
DP6708	Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP Author(s): Massimiliano Marcellino and Christian Schumacher Published: February 2008

Records Found 11