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  • Search: subject:"Mixed-frequency regression"
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Year of publication
Subject
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MA unit root 3 Null of stationarity 3 mixed-frequency regression 3 normal distribution 3 power 3 variance difference 3 Bruttoinlandsprodukt 2 Forecasting model 2 Granger causality 2 Gross domestic product 2 Instantaneous causality 2 Mixed-frequency VAR 2 Mixed-frequency regression 2 Prognoseverfahren 2 Regression analysis 2 Regressionsanalyse 2 Theorie 2 Theory 2 Causality analysis 1 Derivat 1 Derivative 1 Economic forecast 1 Economic growth 1 Economic policy 1 Economic policy uncertainty 1 Forecast 1 Frühindikator 1 GDP growth 1 Government securities 1 Kausalanalyse 1 Leading indicator 1 Mixed frequency regression 1 National income 1 Nationaleinkommen 1 Prognose 1 Risiko 1 Risk 1 Staatspapier 1 Treasury futures 1 VAR model 1
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Online availability
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Free 3 Undetermined 3
Type of publication
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Article 4 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 4 Undetermined 3
Author
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Abeysinghe, Tilak 3 Rajaguru, Gulasekaran 3 Götz, Thomas B. 2 Galvão, Ana Beatriz C. 1 Hecq, Alain 1 Hecq, Alain W. J. 1 Lopresto, Marta 1 Nan, Jiangxia 1 Zhang, Maojun 1 Zhao, Yang 1
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Institution
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East Asian Bureau of Economic Research (EABER) 2 Department of Economics, National University of Singapore 1
Published in...
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Economics Letters 1 Economics letters 1 Macroeconomics Working Papers 1 Microeconomics Working Papers 1 National Institute economic review : journal of the National Institute of Economic and Social Research 1 Review of derivatives research 1 SCAPE Policy Research Working Paper Series 1
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Source
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RePEc 4 ECONIS (ZBW) 3
Showing 1 - 7 of 7
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Economic policy uncertainty and volatility of treasury futures
Zhang, Maojun; Zhao, Yang; Nan, Jiangxia - In: Review of derivatives research 25 (2022) 1, pp. 93-107
Persistent link: https://www.econbiz.de/10013191386
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A Gaussian Test for Cointegration
Abeysinghe, Tilak; Rajaguru, Gulasekaran - East Asian Bureau of Economic Research (EABER) - 2010
We use a mixed-frequency regression technique to develop a test for cointegration under the null of stationarity of the …
Persistent link: https://www.econbiz.de/10009365465
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Real-time probabilistic nowcasts of UK quarterly GPD growth using a mixed-frequency bottom-up approach
Galvão, Ana Beatriz C.; Lopresto, Marta - In: National Institute economic review : journal of the … 254 (2020), pp. R1-R11
Persistent link: https://www.econbiz.de/10012384778
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A Gaussian Test for Cointegration
Rajaguru, Gulasekaran; Abeysinghe, Tilak - Department of Economics, National University of Singapore - 2009
We use a mixed-frequency regression technique to develop a test for cointegration under the null of stationarity of the …
Persistent link: https://www.econbiz.de/10008493490
Saved in:
Cover Image
A Gaussian Test for Cointegration
Abeysinghe, Tilak; Rajaguru, Gulasekaran - East Asian Bureau of Economic Research (EABER) - 2009
We use a mixed-frequency regression technique to develop a test for cointegration under the null of stationarity of the …
Persistent link: https://www.econbiz.de/10009365337
Saved in:
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Nowcasting causality in mixed frequency vector autoregressive models
Götz, Thomas B.; Hecq, Alain - In: Economics Letters 122 (2014) 1, pp. 74-78
This paper introduces nowcasting causality as the mixed-frequency version of instantaneous causality. We analyze the relationship between nowcasting and Granger causality in a mixed-frequency VAR and illustrate its impact on the significance of high-frequency variables in mixed-frequency...
Persistent link: https://www.econbiz.de/10011041595
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Nowcasting causality in mixed frequency vector autoregressive models
Götz, Thomas B.; Hecq, Alain W. J. - In: Economics letters 122 (2014) 1, pp. 74-78
Persistent link: https://www.econbiz.de/10010393951
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