Mixed-frequency approaches to nowcasting GDP : an application to Japan
Kyosuke Chikamatsu, Naohisa Hirakata, Yosuke Kido, Kazuki Otaka
| Year of publication: |
2021
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|---|---|
| Authors: | Chikamatsu, Kyosuke ; Hirakata, Naohisa ; Kido, Yosuke ; Otaka, Kazuki |
| Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 57.2021, p. 1-12
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| Subject: | Nowcasting | Forecast combination | Bridge model | Mixed-Data Sampling (MIDAS) | Sparse principal component analysis (SPCA) | Japan | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Gross domestic product | Wirtschaftsprognose | Economic forecast | Hauptkomponentenanalyse | Principal component analysis | Frühindikator | Leading indicator | Theorie | Theory | Nationaleinkommen | National income | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.japwor.2021.101056 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012888153