Real-time forecasting with a (standard) mixed-frequency var during a pandemic
Frank Schorfheide and Dongho Song
| Year of publication: |
2024
|
|---|---|
| Authors: | Schorfheide, Frank ; Song, Dongho |
| Published in: |
International journal of central banking : IJCB. - San Francisco, Calif. : Federal Reserve Bank of San Francisco, ZDB-ID 2192334-6. - Vol. 20.2024, 4, p. 275-320
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| Subject: | VAR-Modell | VAR model | Coronavirus | Prognoseverfahren | Forecasting model | Epidemie | Epidemic | Frühindikator | Leading indicator | Wirtschaftsprognose | Economic forecast | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015426696