Using low frequency information for predicting high frequency variables
Claudia Foroni, Pierre Guérin, Massimiliano Marcellino
| Year of publication: |
2018
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|---|---|
| Authors: | Foroni, Claudia ; Guérin, Pierre ; Marcellino, Massimiliano |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 34.2018, 4, p. 774-787
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| Subject: | Mixed-frequency VAR models | Temporal aggregation | MIDAS models | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Aggregation | Modellierung | Scientific modelling | Theorie | Theory | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1308-1309 |
| Other identifiers: | 10.1016/j.ijforecast.2018.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012031105