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  • Search: subject:"MIDAS approach"
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Year of publication
Subject
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MIDAS approach 5 Financial variables 2 Forecasting model 2 Great Recession 2 M&A forecasting 2 Prognoseverfahren 2 Theorie 2 Theory 2 count process 2 overdispersion 2 Demand 1 Dynamic factor model 1 Economic forecast 1 Estimation 1 Factor analysis 1 Faktorenanalyse 1 Forecasting 1 Frühindikator 1 GDP Forecasting 1 GDP forecasting 1 Generalisiertes lineares Modell 1 Generalized linear model 1 Hotel industry 1 Hotellerie 1 Leading indicator 1 Nachfrage 1 Regression analysis 1 Regressionsanalyse 1 Schätzung 1 Search engine 1 Suchmaschine 1 Time series analysis 1 Volatility 1 Wirtschaftsprognose 1 Zeitreihenanalyse 1 financial volatility 1 forecast combinations 1 hotel demand 1 hybrid MIDAS approach 1 mixed-frequency data 1
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Online availability
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Free 6 CC license 1
Type of publication
All
Book / Working Paper 5 Article 1
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3 Undetermined 3
Author
All
Ferrara, Laurent 2 Ferreiro, Javier Ojea 2 Gregori, Wildmer Daniel 2 Marsilli, Clément 2 Nardo, Michela 2 Ferrara, L. 1 Law, Rob 1 Li, Nao 1 Liu, Heng 1 Marsilli, C. 1 Ortega, J-P. 1 Ortega, Juan-Pablo 1 Zhang, Binru 1
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Institution
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EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 2 Banque de France 1
Published in...
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EconomiX Working Papers 2 JRC Working Papers in Economics and Finance 1 JRC working papers in economics and finance 1 Tourism economics : the business and finance of tourism and recreation 1 Working papers / Banque de France 1
Source
All
RePEc 3 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 6 of 6
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Forecasting M&A deals with MIDAS count model
Ferreiro, Javier Ojea; Gregori, Wildmer Daniel; Nardo, … - 2022
This report focuses on the forecast of the number of monthly cross-border deals in the European Union. We propose a new model to improve the forecasting properties of a count model of Foreign Direct Investment deals in EU, by taking into account past trends in high-frequency (daily) deal data...
Persistent link: https://www.econbiz.de/10014471602
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A hybrid MIDAS approach for forecasting hotel demand using large panels of search data
Zhang, Binru; Li, Nao; Law, Rob; Liu, Heng - In: Tourism economics : the business and finance of tourism … 28 (2022) 7, pp. 1823-1847
Persistent link: https://www.econbiz.de/10013473794
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Cover Image
Forecasting M&A deals with MIDAS count model
Ferreiro, Javier Ojea; Gregori, Wildmer Daniel; Nardo, … - 2022 - This version: July 2022
This report focuses on the forecast of the number of monthly cross-border deals in the European Union. We propose a new model to improve the forecasting properties of a count model of Foreign Direct Investment deals in EU, by taking into account past trends in high-frequency (daily) deal data...
Persistent link: https://www.econbiz.de/10013473933
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Forecasting growth during the Great Recession: is financial volatility the missing ingredient?
Ferrara, L.; Marsilli, C.; Ortega, J-P. - Banque de France - 2013
The Great Recession endured by the main industrialized countries during the period 2008–2009, in the wake of the financial and banking crisis, has pointed out the major role of the financial sector on macroeconomic fluctuations. In this respect, many researchers have started to reconsider the...
Persistent link: https://www.econbiz.de/10010815989
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Forecasting US growth during the Great Recession: Is the financial volatility the missing ingredient?
Ferrara, Laurent; Marsilli, Clément; Ortega, Juan-Pablo - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2013
The Great Recession endured by the main industrialized countries during the period 2008-2009, in the wake of the financial and banking crisis, has pointed out the major role of the financial sector on macroeconomic fluctuations. In this paper, we reconsider macrofinancial linkages by assessing...
Persistent link: https://www.econbiz.de/10010896341
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Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession
Ferrara, Laurent; Marsilli, Clément - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2012
The global economic recession, referred to as the Great Recession, endured by the main industrialized countries during the period 2008-09, in the wake of the financial and banking crisis, has pointed out the current importance of the financial sector in macroeconomics. In this paper, we evaluate...
Persistent link: https://www.econbiz.de/10010570417
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