Nowcasting inflation with Lasso-regularized vector autoregressions and mixed frequency data
Tesi Aliaj, Milos Ciganovic, Massimiliano Tancioni
| Year of publication: |
2023
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|---|---|
| Authors: | Aliaj, Tesi ; Ciganovic, Milos ; Tancioni, Massimiliano |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 3, p. 464-480
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| Subject: | Inflation | Lasso-VAR | Mixed frequency Data | Model shrinkage methods | Nowcasting | Prognoseverfahren | Forecasting model | Theorie | Theory | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2944 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014292204