Search Results - subject:"Data Sampling"

Diaspora investments in low & high interest rate environments

Adediran, Idris A.; Okunade, Solomon Oluwaseun; Aor, … - In: Research in Globalization 5 (2022), pp. 1-10

rate environment causes diaspora investment inflows. Third, we employ the Autoregressive Distributed Lag-Mixed Data … Sampling (ADL-MIDAS) technique to evaluate the role of macroeconomic performance for attracting diaspora investments. We find …

Persistent link: https://www.econbiz.de/10015520053

Nowcasting real GDP in Tunisia using large datasets and mixed-frequency models

Ben Rhomdhane, Hagher; Benlallouna, Brahim Mehdi - 2022

quarterly real GDP (RGDP) using several mixed-frequency models. These include a mixed dynamic factor model, unrestricted mixed-data … sampling (UMIDAS), and a threepass regression filter (3PRF) developed at the Central Bank of Tunisia, based on a monthly …

Persistent link: https://www.econbiz.de/10013179409

Common Drivers of Commodity Futures?

Dudda, Tom L.; Klein, Tony; Nguyen, Duc Khuong; … - 2022

We study potential drivers for a large cross-section of commodity futures. Unlike previous studies, we examine the effect of monthly drivers on daily returns using mixed-frequency Granger causality tests. We find real economic activity as a main driver on a monthly basis, whereas financial...

Persistent link: https://www.econbiz.de/10014284489