Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kihwan Kim, Hyun Hak Kim, Norman R. Swanson
| Year of publication: |
2023
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| Authors: | Kim, Kihwan ; Kim, Hyun Hak ; Swanson, Norman R. |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 64.2023, 3, p. 1421-1469
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| Subject: | Diffusion index | Factor model | Forecasting | Kalman filter | Mixed frequency data | Recursive estimation | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Theorie | Theory | Konjunktur | Business cycle | Frühindikator | Leading indicator | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-022-02289-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014226366