Macroeconomic forecasting with mixed-frequency data : forecasting output growth in the United States
| Year of publication: |
2008
|
|---|---|
| Authors: | Clements, Michael P. ; Galvão, Ana Beatriz C. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 26.2008, 4, p. 546-554
|
| Subject: | Wirtschaftsprognose | Economic forecast | Bruttoinlandsprodukt | Gross domestic product | Statistische Methode | Statistical method | Autokorrelation | Autocorrelation | USA | United States |
-
Perevalov, Nikita, (2010)
-
Macroeconomic forecasting with mixed frequency data : forecasting US output growth
Clements, Michael P., (2007)
-
Forecasting with vector autoregressive models of data vintages : US output growth and inflation
Clements, Michael P., (2013)
- More ...
-
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets
Clements, Michael P., (2014)
-
Measuring the effects of expectations shocks
Clements, Michael P., (2021)
-
Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Clements, Michael P., (2017)
- More ...