A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
Claudia Foroni; Massimiliano Marcellino
| Year of publication: |
2014
|
|---|---|
| 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
|
| Subject: | Mixed-frequency data | Mixed-frequency VAR | MIDAS | Bridge models | Factor models | Nowcasting | Prognoseverfahren | Forecasting model | Eurozone | Euro area | VAR-Modell | VAR model | Theorie | Theory | Frühindikator | Leading indicator | Bruttoinlandsprodukt | Gross domestic product | Faktorenanalyse | Factor analysis | EU-Staaten | EU countries | Wirtschaftsprognose | Economic forecast |
| Extent: | Ill. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010513618