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  • Search: subject:"Mixed data"
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Year of publication
Subject
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Forecasting model 18 Prognoseverfahren 18 Mixed data sampling 12 Mixed Data Sampling 11 Sampling 10 Stichprobenerhebung 10 Theorie 10 Theory 9 Regression analysis 8 Regressionsanalyse 8 mixed data sampling 7 Nowcasting 6 Schätzung 6 Volatility 6 Wirtschaftsprognose 6 Economic forecast 5 Economic growth 5 Estimation 5 Forecasting 5 Volatilität 5 Wirtschaftswachstum 5 mixed-data sampling 5 ARCH model 4 ARCH-Modell 4 Bayes-Statistik 4 Bayesian inference 4 EU-Staaten 4 Frühindikator 4 Mixed Data Sampling (MIDAS) 4 National income 4 Nationaleinkommen 4 VAR model 4 VAR-Modell 4 Welt 4 World 4 mixed data 4 nowcasting 4 Aktienmarkt 3 Bruttoinlandsprodukt 3 COVID-19 3
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Online availability
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Free 67 CC license 5
Type of publication
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Book / Working Paper 50 Article 17
Type of publication (narrower categories)
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Working Paper 31 Graue Literatur 22 Non-commercial literature 22 Arbeitspapier 19 Article in journal 12 Aufsatz in Zeitschrift 12 Article 3 Konferenzschrift 1 Thesis 1
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Language
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English 56 Undetermined 9 German 2
Author
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Foroni, Claudia 7 Klein, Tony 6 Schumacher, Christian 6 Walther, Thomas 6 Ravazzolo, Francesco 5 Marcellino, Massimiliano 4 Aastveit, Knut Are 3 Bouri, Elie 3 Miller, J. Isaac 3 Neuwirth, Stefan 3 Andreani, Mila 2 Aouadni, Sourour 2 Bach, Philipp 2 Candila, Vincenzo 2 Charfeddine, Lanouar 2 Drechsel, Dirk 2 Dudda, Tom L. 2 Euchi, Jalel 2 Farbmacher, Helmut 2 Fladung, Michael 2 Fortin, Ines 2 Ghysels, Eric 2 Golosnoy, Vasyl 2 Gribisch, Bastian 2 Gupta, Rangan 2 Hlouskova, Jaroslava 2 Javed, Farrukh 2 Kholodilin, Konstantin A. 2 Kooths, Stefan 2 Liesenfeld, Roman 2 Morelli, Giacomo 2 Nguyen, Duc Khuong 2 Petrella, Lea 2 Spindler, Martin 2 Adediran, Idris A. 1 Ahn, Hie Joo 1 Alper, C. Emre 1 Ames, Matthew 1 Aor, Raymond L. 1 Asgharian, Hossein 1
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Institution
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Deutsche Bundesbank 3 Economics Department, University of Missouri 3 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre for Applied Macro- and Petroleum economics (CAMP), BI Handelshøyskolen 1 East Asian Bureau of Economic Research (EABER) 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Knut Wicksells centrum för finansvetenskap, Ekonomihögskolan 1 Norges Bank 1 UNIVERSIDAD EAFIT 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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QMS Research Paper 3 Working Papers / Economics Department, University of Missouri 3 BOFIT discussion papers 2 DIW Wochenbericht 2 Department of Economics working paper series 2 Discussion Paper Series 1 2 Discussion Paper Series 1: Economic Studies 2 Logistics 2 Working Paper 2 Working paper / Norges Bank 2 Working papers on finance 2 BOK working paper 1 Bank of Japan working paper series 1 Bundesbank Discussion Paper 1 CAMA working paper series 1 CIRANO Working Papers 1 CORE discussion papers : DP 1 Czech Economic Review 1 DEM working papers 1 DOCUMENTOS DE TRABAJO CIEF 1 Digital finance : smart data analytics, investment innovation, and financial technology 1 Discussion Papers / Deutsche Bundesbank 1 Discussion paper 1 Economics Working Paper 1 Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Energy strategy reviews 1 EuroEconomica 1 European review of agricultural economics 1 Finance and economics discussion series 1 HCHE Research Paper 1 HCHE research papers 1 IHS Working Paper 1 IHS working paper 1 International review of economics & finance : IREF 1 Journal of applied econometrics 1 KOF Working Papers 1 KOF working papers 1 Knut Wicksell Working Paper Series 1 MPRA Paper 1 Macroeconomics Working Papers 1
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Source
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ECONIS (ZBW) 35 RePEc 16 EconStor 15 BASE 1
Showing 1 - 10 of 67
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Revisiting the nexus between oil prices and economic activity for Asian economies using MIDAS
Karlsson, Hyunjoo Kim; Månsson, Kristofer - In: The energy journal 45 (2024) 4, pp. 109-134
Persistent link: https://www.econbiz.de/10015323360
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Real-time nowcasting the monthly unemployment rates with daily Google Trends data
Costa, Eduardo André; Silva, Maria Eduarda; Galvão, … - In: Socio-economic planning sciences : the international … 95 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015097503
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Stock market and inequality distributions : evidence from the BRICS and G7 countries
Dong Quang Dang; Wu, Weiou; Korkos, Ioannis - In: International review of economics & finance : IREF 92 (2024), pp. 1172-1190
Persistent link: https://www.econbiz.de/10014535084
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Regime-dependent nowcasting of the Austrian economy
Fortin, Ines; Hlouskova, Jaroslava - 2023
autoregressive model according to Ghysels (2016) and mixed data sampling approaches, and compare their forecast and nowcast …
Persistent link: https://www.econbiz.de/10014436331
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Regime-dependent nowcasting of the Austrian economy
Fortin, Ines; Hlouskova, Jaroslava - 2023
autoregressive model according to Ghysels (2016) and mixed data sampling approaches, and compare their forecast and nowcast …
Persistent link: https://www.econbiz.de/10014432187
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Nowcasting from cross-sectionally dependent panels
Fosten, Jack; Nandi, Shaoni - In: Journal of applied econometrics 38 (2023) 6, pp. 898-919
Persistent link: https://www.econbiz.de/10014432199
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Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors
Chalkiadakis, Ioannis; Peters, Gareth; Ames, Matthew - In: Digital finance : smart data analytics, investment … 5 (2023) 2, pp. 295-365
Persistent link: https://www.econbiz.de/10014369259
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Using integrated MMD-TOPSIS to solve the supplier selection and fair order allocation problem: A Tunisian case study
Aouadni, Sourour; Euchi, Jalel - In: Logistics 6 (2022) 1, pp. 1-18
Currently, the supplier selection process is considered as an integral part of the supply chain. The appropriate selection of suppliers plays a preponderant role in the performance chain of supply as it determines relevant aspects such as cost management and flexibility of most production...
Persistent link: https://www.econbiz.de/10015194914
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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
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Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan; Bouri, Elie - 2022
Persistent link: https://www.econbiz.de/10012820363
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