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  • Search: subject:"MIDAS regression"
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Year of publication
Subject
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MIDAS regression 23 Regression analysis 23 Regressionsanalyse 23 Forecasting model 14 Prognoseverfahren 14 Estimation 7 Schätzung 7 Theorie 7 Theory 7 Estimation theory 6 Schätztheorie 6 Volatility 6 Volatilität 6 Bruttoinlandsprodukt 5 Frühindikator 5 Gross domestic product 5 Leading indicator 5 Börsenkurs 4 Capital income 4 Economic forecast 4 Economic growth 4 Inflation 4 Kapitaleinkommen 4 MIDAS regression model 4 Share price 4 Wirtschaftsprognose 4 Wirtschaftswachstum 4 Business cycle 3 Correlation 3 Economic indicator 3 Factor analysis 3 Faktorenanalyse 3 Inflation expectations 3 Inflationserwartung 3 Konjunktur 3 Korrelation 3 Logit model 3 Logit-Modell 3 National income 3 Nationaleinkommen 3
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Online availability
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Undetermined 16 Free 13
Type of publication
All
Article 22 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 18 Aufsatz in Zeitschrift 18 Graue Literatur 6 Non-commercial literature 6 Arbeitspapier 5 Working Paper 5 Aufsatzsammlung 1 Hochschulschrift 1
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Language
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English 26 Undetermined 7
Author
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Ghysels, Eric 4 Bhaghoe, Sailesh 3 Franses, Philip Hans 3 Ooft, Gavin 3 Andrade, Philippe 2 Andreou, Elena 2 Du, Donglei 2 Fang, Libing 2 Fourel, Valère 2 Hacihasanoglu, Erk 2 Idier, Julien 2 Monteforte, Libero 2 Moretti, Gianluca 2 Ozturk, Kevser 2 Sensoy, Ahmet 2 Yu, Honghai 2 Andrade, P. 1 Andrei, Laurentiu Dumitru 1 Anghelache, Constantin 1 Ball, Ryan 1 Benčík, Michal 1 Biswas, Anindya 1 Biswas, Anindya Kumar 1 Brezeanu, Petre 1 CALIN, Adrian Cantemir 1 Cui, Yu 1 Das, Abhiman 1 Diaconescu, Tiberiu 1 Dinu, Sorin-Marius 1 Fourel, V. 1 Ghysels, E. 1 Guay, Alain 1 Guo, Yong-ji 1 Hartigan, Luke 1 Idier, I. 1 Jiang, Cuixia 1 Jiang, Yu 1 Karan, Mehmet Baha 1 Kostrov, Alexander 1 Körs, Murat 1
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Institution
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Banca d'Italia 1 Banque de France 1 C.E.P.R. Discussion Papers 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 1
Published in...
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Economic modelling 3 Applied economics 2 Econometric Institute research papers 2 Finance research letters 2 Applied economics letters 1 CEPR Discussion Papers 1 CIRANO Working Papers 1 China finance review international 1 DLSU business & economics review 1 Finance Research Letters 1 Frontiers of business research in China : selected publications from Chinese universities 1 International Journal of Forecasting 1 International journal of finance & economics : IJFE 1 International journal of forecasting 1 Journal of econometrics 1 Journal of international financial markets, institutions & money 1 NBS working paper 1 Research discussion paper / Reserve Bank of Australia : RDP 1 Review of Financial Economics 1 Review of financial economics : RFE 1 Romanian journal of economic forecasting 1 Studii Financiare (Financial Studies) 1 Temi di discussione (Economic working papers) 1 Working Papers / Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 1 Working paper / Department of Economics, University of Cyprus 1 Working papers / Banque de France 1
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Source
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ECONIS (ZBW) 24 RePEc 9
Showing 1 - 10 of 33
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A penalized U-MIDAS multinomial logit model with applications to corporate credit ratings
Jiang, Cuixia; Sun, Junwei; Xu, Qifa - 2025
Persistent link: https://www.econbiz.de/10015372679
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Nowcasting quarterly GDP growth during the COVID-19 crisis using a monthly activity indicator
Hartigan, Luke; Rosewall, Tom - 2024
Persistent link: https://www.econbiz.de/10015066318
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MIDAS regression: a new horse in the race of filtering macroeconomic time series
Benčík, Michal - 2023
Persistent link: https://www.econbiz.de/10014391338
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Essays on the use of MIDAS regressions in banking and finance
Kostrov, Alexander - 2021
data sampling (MIDAS) regression is mainly a forecasting tool designed to harness mixed-frequency data. This dissertation …
Persistent link: https://www.econbiz.de/10012651022
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Nowcasting inflation in India with daily crowd-sourced prices using dynamic factors and mixed frequency models
Yadav, Varun; Das, Abhiman - In: Applied economics letters 30 (2023) 2, pp. 167-177
Persistent link: https://www.econbiz.de/10013553042
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How does investor sentiment impact stock volatility? : new evidence from Shanghai A-shares market
Xie, Dejun; Cui, Yu; Liu, Yujian - In: China finance review international 13 (2023) 1, pp. 102-120
Persistent link: https://www.econbiz.de/10014312228
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Stock exchange volatility forecasting under market stress with MIDAS regression
Körs, Murat; Karan, Mehmet Baha - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 295-306
Persistent link: https://www.econbiz.de/10014253189
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Forecasting annual inflation in Suriname
Ooft, Gavin; Bhaghoe, Sailesh; Franses, Philip Hans - 2019
Persistent link: https://www.econbiz.de/10012113890
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Estimates of quarterly GDP growth using MIDAS regressions
Bhaghoe, Sailesh; Ooft, Gavin; Franses, Philip Hans - 2019
Persistent link: https://www.econbiz.de/10012149762
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Correlations and turbulence of the European markets
Andrei, Laurentiu Dumitru; Brezeanu, Petre; Dinu, … - In: Romanian journal of economic forecasting 22 (2019) 1, pp. 88-100
Persistent link: https://www.econbiz.de/10012022003
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