Predictive performance of mixed-frequency nowcasting and forecasting models (with application to Philippine inflation and GDP growth)
Roberto S. Mariano, Suleyman Ozmucur
| Year of publication: |
2021
|
|---|---|
| Authors: | Mariano, Roberto S. ; Özmucur, Süleyman |
| Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 19.2021, supplement 1, p. 383-400
|
| Subject: | ARDL | Combining forecasts | Dynamic latent factor model | Elastic net | Factor analysis | Forecasting | MIDAS | Nowcasting | Principal components | VAR | Prognoseverfahren | Forecasting model | Faktorenanalyse | Wirtschaftsprognose | Economic forecast | VAR-Modell | VAR model | Prognose | Forecast | Bruttoinlandsprodukt | Gross domestic product | Frühindikator | Leading indicator | Schätzung | Estimation | Inflation | Philippinen | Philippines | Nationaleinkommen | National income | Theorie | Theory | Wirtschaftswachstum | Economic growth |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-021-00276-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013441733