Markov-switching mixed-frequency VAR models
Claudia Foroni, Pierre Guérin, Massimiliano Marcellino
| Year of publication: |
July-September 2015
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| Authors: | Foroni, Claudia ; Guérin, Pierre ; Marcellino, Massimiliano |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 3, p. 692-711
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| Subject: | Markov-switching | MIDAS | Mixed-frequency VAR | Nowcasting | Forecasting | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Theorie | Theory | Frühindikator | Leading indicator | Schätzung | Estimation | Wirtschaftsprognose | Economic forecast | Monte-Carlo-Simulation | Monte Carlo simulation | Eurozone | Euro area |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2014.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474529