Markov-Switching Mixed-Frequency VAR Models
Year of publication: |
2014-02
|
---|---|
Authors: | Foroni, Claudia ; Guérin, Pierre ; Marcellino, Massimiliano |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Fore- | Markov-switching | MIDAS | Mixed-frequency VAR | Nowcasting |
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