Macroeconomic forecasting with LSTM and mixed frequency time series data
by Sarun Kamolthip
Year of publication: |
[2021]
|
---|---|
Authors: | Sarun Kamolthip |
Publisher: |
[Bangkok] : [Puey Ungphakorn Institute for Economic Research] |
Subject: | LSTM | Mixed frequency data | Nowcasting | Time series | Macroeconomic indicators | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Theorie | Theory | Wirtschaftsindikator | Economic indicator |
Saved in:
freely available
Saved in favorites
Similar items by subject
-
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano, (2016)
-
Band-pass filtering with high-dimensional time series
Giovannelli, Alessandro, (2023)
-
Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian, (2017)
- More ...