is conducted using mixed-data sampling (MIDAS) and mixed-frequency VAR models in both individual and pooled setups for …

is conducted using mixed-data sampling (MIDAS) and mixed-frequency VAR models in both individual and pooled setups for …

impact on electricity price and volatility. In this paper, we employ a mixed-frequency vector autoregression (MF …

-based price indices that closely match their official counterparts, such as butter and coffee beans. Within a mixed-frequency …

-documented macroeconomic relationships. To capture these tail events, we propose a mixed-frequency Bayesian vector autoregressive (BVAR) model … apply a mixed-frequency framework using the forward-filtering-backward-sampling algorithm to generate monthly real GDP … have been heavily exposed to the recent oil and gas price shocks. To measure the forecast performance of our mixed-frequency …