Nowcasting inflation with Lasso-regularized vector autoregressions and mixed frequency data
Year of publication: |
2023
|
---|---|
Authors: | Aliaj, Tesi ; Ciganovic, Milos ; Tancioni, Massimiliano |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 3, p. 464-480
|
Subject: | Inflation | Lasso-VAR | Mixed frequency Data | Model shrinkage methods | Nowcasting | Theorie | Theory | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis |
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