Forecasting GDP growth using mixed-frequency models with switching regimes
Fady Barsoum; Sandra Stankiewicz
| Year of publication: |
2015
|
|---|---|
| Authors: | Barsoum, Fady ; Stankiewicz, Sandra |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 1, p. 33-50
|
| Subject: | Markov-switching | Business cycle | Mixed-frequency data analysis | Forecasting | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Bruttoinlandsprodukt | Gross domestic product | Konjunktur | Wirtschaftsprognose | Economic forecast | VAR-Modell | VAR model | Schätzung | Estimation | Frühindikator | Leading indicator | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10011327124