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Bayesian MIDAS penalized regressions : estimation, selection, and prediction
Mogliani, Matteo; Simoni, Anna - In: Journal of econometrics 222 (2021) 1,3, pp. 833-860
Persistent link: https://www.econbiz.de/10012619795
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High-frequency monitoring of growth-at-risk
Ferrara, Laurent; Mogliani, Matteo; Sahuc, Jean-Guillaume - 2020
Persistent link: https://www.econbiz.de/10012534309
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High-frequency monitoring of growth at risk
Ferrara, Laurent; Mogliani, Matteo; Sahuc, Jean-Guillaume - In: International journal of forecasting 38 (2022) 2, pp. 582-595
Persistent link: https://www.econbiz.de/10013348664