Search Results - subject:"Mixed frequency data"

Nowcasting Euro area GDP growth using Bayesian quantile regression

Mitchell, James; Poon, Aubrey; Mazzi, Gian Luigi - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 51-72). 2022

Persistent link: https://www.econbiz.de/10013201798

Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model

Xu, Qifa; Chen, Lu; Jiang, Cuixia; Liu, Yezheng - In: Journal of forecasting 41 (2022) 3, pp. 407-421

Persistent link: https://www.econbiz.de/10013166148

Real-time macroeconomic monitoring using mixed frequency data : evidence from China

Zhang, Wei; He, Jie; Ge, Chanyuan; Xue, Rui - In: Economic modelling 117 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10014229194

Machine learning time series regressions with an application to nowcasting

Babii, Andrii; Ghysels, Eric; Striaukas, Jonas - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1094-1106

Persistent link: https://www.econbiz.de/10013539458

Mixed-frequency data-driven forecasting the important economies' performance in a smart city: a novel RUMIDAS-SVR model

Wang, Weiqing; Zhang, Zengbin; Wang, Liukai; Zhang, Xiaobo - In: Industrial Management & Data Systems 122 (2022) 10, pp. 2175-2198

using mixed-frequency data. Design/methodology/approach This study introduces reverse unrestricted mixed-data sampling …

Persistent link: https://www.econbiz.de/10014825419

Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators

Mikosch, Heiner; Solanko, Laura - 2018

GDP forecasters face tough choices over which leading indicators to follow and which forecasting models to use. To help resolve these issues, we examine a range of monthly indicators to forecast quarterly GDP growth in a major emerging economy, Russia. Numerous useful indicators are identified...

Persistent link: https://www.econbiz.de/10011969268

Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data

Havranek, Tomas; Zeynalov, Ayaz - 2018

In this paper, we examine the usefulness of Google Trends data in predicting monthly tourist arrivals and overnight stays in Prague during the period between January 2010 and December 2016. We offer two contributions. First, we analyze whether Google Trends provides significant forecasting...

Persistent link: https://www.econbiz.de/10011935715

Forecasting tourist arrivals with Google trends and mixed frequency data

Havránek, Tomáš; Zeynalov, Ayaz - 2018

Persistent link: https://www.econbiz.de/10012002651

Should one follow movements in the oil price or in money supply? : forecasting quarterly GDP growth in Russia with higher-frequency indicators

Mikosch, Heiner; Solanko, Laura - 2018

Persistent link: https://www.econbiz.de/10011793839

Short term forecasts of economic activity : are fortnightly factors useful?

Monteforte, Libero; Raponi, Valentina - 2018

Persistent link: https://www.econbiz.de/10011946020