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Results of search for mixed-frequency data
Records found: 5
| 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 |
| 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 5