Using low frequency information for predicting high frequency variables
Year of publication: |
2015
|
---|---|
Authors: | Foroni, Claudia ; Guérin, Pierre ; Marcellino, Massimiliano |
Publisher: |
Oslo : Norges Bank |
Subject: | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Modellierung | Scientific modelling |
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