Search Results - subject:"mixed-frequency data"

An expectile-based neural network approach for mixed-frequency economic forecasting

Saputra, Wisnowan Hendy; Prastyo, Dedy Dwi; … - In: Decision analytics journal 18 (2026), pp. 1-19

complex nonlinear dynamics. This study introduces a novel model, the Expectile Regression Neural Network for Mixed-Frequency … Data Sampling (ERNN-MIDAS), designed specifically to address these challenges. Methodologically, our model advances upon …

Persistent link: https://www.econbiz.de/10015652276

Which daily equity returns improve output forecasts?

Jahan-Pavar, Mohammad R.; Lang, William J. - In: Economics letters 243 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015080391

A multi-task encoder-dual-decoder framework for mixed frequency data prediction

Lin, Jiahe; Michailidis, George C. - In: International journal of forecasting 40 (2024) 3, pp. 942-957

Persistent link: https://www.econbiz.de/10014547227

Reservoir computing for macroeconomic forecasting with mixed-frequency data

Ballarin, Giovanni; Dellaportas, Petros; Grigoryeva, … - In: International journal of forecasting 40 (2024) 3, pp. 1206-1237

Persistent link: https://www.econbiz.de/10014547272

Mixed-frequency predictive regressions with parameter learning

Leippold, Markus; Yang, Hanlin - In: Journal of forecasting 42 (2023) 8, pp. 1955-1972

Persistent link: https://www.econbiz.de/10014432824

Harnessing machine learning for real-time inflation nowcasting

Schnorrenberger, Richard; Schmidt, Aishameriane; Moura, … - 2024 - This version: February 2024

Persistent link: https://www.econbiz.de/10014487098

Modelling mixed-frequency time series with structural change

Glova, Adrian Matthew G.; Barrios, Erniel B. - In: Computational economics 65 (2025) 6, pp. 3237-3258

Persistent link: https://www.econbiz.de/10015590356

Factor-augmented sparse MIDAS regressions with an application to nowcasting

Beyhum, Jad; Striaukas, Jonas - 2024

Persistent link: https://www.econbiz.de/10015152856

Nowcasting the condominium price index using Google search data

Pornpun Ruankong - In: Creative business and sustainability journal 47 (2025) 1, pp. 88-108

Persistent link: https://www.econbiz.de/10015644805

Are there asymmetries in euro area monetary policy?

Pfarrhofer, Michael; Stelzer, Anna - 2026

We assess asymmetries, nonlinearities and state dependencies in dynamic responses of the euro area to monetary policy shocks. The dataset includes macroeconomic, financial, and survey-based variables measuring credit conditions and bank lending transmission channels. These data are observed at...

Persistent link: https://www.econbiz.de/10015615809