Tracking economic activity with alternative high-frequency data
Year of publication: |
2025
|
---|---|
Authors: | Eckert, Florian ; Kronenberg, Philipp ; Mikosch, Heiner ; Neuwirth, Stefan |
Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 40.2025, 3, p. 270-290
|
Subject: | alternative high-frequency data | data augmentation | GDP nowcasting | mixed-frequency dynamic factor model | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Gross domestic product | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Nationaleinkommen | National income | Volatilität | Volatility | Frühindikator | Leading indicator | Theorie | Theory |
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