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  • Search: subject:"mixed-frequency VAR"
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Year of publication
Subject
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VAR model 23 VAR-Modell 23 Prognoseverfahren 21 Forecasting model 20 MIDAS 17 Theorie 14 Theory 13 Frühindikator 12 Leading indicator 12 mixed-frequency VAR 12 Mixed-frequency VAR 11 nowcasting 11 Estimation 9 Schätzung 9 Economic forecast 8 Wirtschaftsprognose 8 Nowcasting 7 mixed-frequency data 7 Bayes-Statistik 5 Bayesian inference 5 Bruttoinlandsprodukt 5 Business cycle 5 Forecast 5 Gross domestic product 5 Konjunktur 5 Monte Carlo simulation 5 Monte-Carlo-Simulation 5 Prognose 5 forecasting 5 Forecasting 4 MIDAS models 4 Schock 4 Shock 4 Bayesian VAR 3 Causality analysis 3 EU-Staaten 3 Euro area 3 Eurozone 3 Financial crisis 3 Finanzkrise 3
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Online availability
All
Free 24 Undetermined 15 CC license 1
Type of publication
All
Book / Working Paper 25 Article 17
Type of publication (narrower categories)
All
Working Paper 15 Article in journal 14 Aufsatz in Zeitschrift 14 Graue Literatur 10 Non-commercial literature 10 Arbeitspapier 8
Language
All
English 32 Undetermined 9 German 1
Author
All
Marcellino, Massimiliano 13 Foroni, Claudia 11 Götz, Thomas B. 5 Schumacher, Christian 5 Guérin, Pierre 4 Parla, Fabio 4 Hecq, Alain W. J. 3 Kuzin, Vladimir 3 Paccagnini, Alessia 3 Ravazzolo, Francesco 3 Rossini, Luca 3 Smeekes, Stephan 3 Enilov, Martin 2 Fortin, Ines 2 Hecq, Alain 2 Heinisch, Katja 2 Hlouskova, Jaroslava 2 Kanas, Angelos 2 Karlsson, Sune 2 Kuzin, Vladimir N. 2 Mazur, Stepan 2 Raftab, Mariya 2 Scheufele, Rolf 2 Zervopoulos, Panagiotis D. 2 Anastasiou, Dimitris 1 Barnett, William A. 1 Davidopoulos, Leonidas G. 1 Eroğlu, Burak Alparslan 1 FORONI, Claudia 1 Fazio, Giorgio 1 Ferrara, Laurent 1 Ghoshray, Atanu 1 Giannoulakis, Stelios 1 Guérin, Pierre 1 Huang, Yuming 1 Koutoupis, Andreas 1 Lee, Chien-Chiang 1 MARCELLINO, Massimiliano 1 Park, Hyun 1 Tzomakas, Christos 1
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Institution
All
Department of Economics, European University Institute 3 C.E.P.R. Discussion Papers 2 Deutsche Bundesbank 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Norges Bank 1
Published in...
All
Economics Working Papers / Department of Economics, European University Institute 3 International journal of forecasting 3 CAMA working paper series 2 CEPR Discussion Papers 2 International Journal of Forecasting 2 International journal of finance & economics : IJFE 2 Review of quantitative finance and accounting 2 Working Paper 2 Bundesbank Discussion Paper 1 Discussion Paper Series 1 1 Discussion Paper Series 1: Economic Studies 1 Discussion paper 1 ECB Working Paper 1 EconomiX Working Papers 1 Economic modelling 1 Economics Letters 1 Economics letters 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 IHS Working Paper 1 IHS working paper 1 IWH Discussion Papers 1 IWH-Diskussionspapiere 1 Ifo-Schnelldienst 1 Journal of econometrics 1 Journal of forecasting 1 Research technical papers 1 Review of behavioral economics 1 Working Paper / Norges Bank 1 Working paper 1 Working paper series 1 Working paper series / European Central Bank 1 Working papers series in theoretical and applied economics 1
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Source
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ECONIS (ZBW) 24 RePEc 11 EconStor 7
Showing 1 - 10 of 42
Cover Image
Identifying useful indicators for nowcasting GDP in Sweden
Karlsson, Sune; Mazur, Stepan; Raftab, Mariya - 2025
is conducted using mixed-data sampling (MIDAS) and mixed-frequency VAR models in both individual and pooled setups for …
Persistent link: https://www.econbiz.de/10015361322
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Cover Image
Identifying useful indicators for nowcasting GDP in Sweden
Karlsson, Sune; Mazur, Stepan; Raftab, Mariya - 2025
is conducted using mixed-data sampling (MIDAS) and mixed-frequency VAR models in both individual and pooled setups for …
Persistent link: https://www.econbiz.de/10015207182
Saved in:
Cover Image
Regime-dependent nowcasting of the Austrian economy
Fortin, Ines; Hlouskova, Jaroslava - 2023
We nowcast and forecast Austrian economic activity, namely real gross domestic product (GDP), consumption and investment, which are available at a quarterly frequency. While nowcasting uses data up to (and including) the quarter to be predicted, forecasting uses only data up to the previous...
Persistent link: https://www.econbiz.de/10014436331
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Cover Image
Global connectivity between commodity prices and national stock markets : a time-varying MIDAS analysis
Enilov, Martin; Fazio, Giorgio; Ghoshray, Atanu - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2607-2619
Persistent link: https://www.econbiz.de/10014327564
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Have credit card services become important to monetary aggregation? : an application of sign restricted Bayesian VAR
Barnett, William A.; Park, Hyun - 2023
Persistent link: https://www.econbiz.de/10014280753
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Cover Image
Regime-dependent nowcasting of the Austrian economy
Fortin, Ines; Hlouskova, Jaroslava - 2023
We nowcast and forecast Austrian economic activity, namely real gross domestic product (GDP), consumption and investment, which are available at a quarterly frequency. While nowcasting uses data up to (and including) the quarter to be predicted, forecasting uses only data up to the previous...
Persistent link: https://www.econbiz.de/10014432187
Saved in:
Cover Image
Financial conditions for the US : aggregate supply or aggregate demand shocks?
Paccagnini, Alessia; Parla, Fabio - 2023
Persistent link: https://www.econbiz.de/10014266805
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A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns
Eroğlu, Burak Alparslan; İkizlerli, Deniz; Ülkü, Numan - In: Empirical economics : a quarterly journal of the … 67 (2024) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10015048348
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Cover Image
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai; Huang, Yuming; Lee, Chien-Chiang - In: Journal of forecasting 43 (2024) 2, pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
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Cover Image
The predictive power of commodity prices for future economic growth : evaluating the role of economic development
Enilov, Martin - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3040-3062
Persistent link: https://www.econbiz.de/10014635284
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