A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
Year of publication: |
2014
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Authors: | Foroni, Claudia ; Marcellino, Massimiliano |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 3, p. 554-568
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Subject: | Mixed-frequency data | Mixed-frequency VAR | MIDAS | Bridge models | Factor models | Nowcasting | Theorie | Theory | Prognoseverfahren | Forecasting model | EU-Staaten | EU countries | Eurozone | Euro area | VAR-Modell | VAR model | Frühindikator | Leading indicator | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Vergleich | Comparison |
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