Search for
Results of search for Mixed-Frequency
Records found: 8
| DP12339 |
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model Author(s): Roberto Casarin, Claudia Foroni, Massimiliano Marcellino and Francesco Ravazzolo Published: September 2017 |
| DP9815 |
Markov-Switching Mixed-Frequency VAR Models Author(s): Claudia Foroni, Pierre Guérin and Massimiliano Marcellino Published: February 2014 |
| DP9334 |
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility Author(s): Massimiliano Marcellino, Mario Porqueddu and Fabrizio Venditti Published: February 2013 |
| DP9112 |
Now-casting and the real-time data flow Author(s): Marta Banbura, Domenico Giannone, Michele Modugno and Lucrezia Reichlin Published: September 2012 |
| DP8234 |
Markov-switching MIDAS models Author(s): Pierre Guérin and Massimiliano Marcellino Published: February 2011 |
| 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 8