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U-MIDAS: MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - 2011
Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by high-frequency variables and their lags. When the difference in sampling frequencies between the regressand and the regressors is large, distributed lag functions are typically...
Persistent link: https://www.econbiz.de/10009490826
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A comparison of mixed frequency approaches for modelling euro area macroeconomic variables
Foroni, Claudia; Marcellino, Massimiliano - 2012
Persistent link: https://www.econbiz.de/10009764710
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Markov-switching mixed-frequency VAR models
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010342583
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U-MIDAS : MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - 2012
Persistent link: https://www.econbiz.de/10009512876
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Comments on "A comparison of mixed frequency approaches for nowcasting euro area macroeconomic aggregates"
Sestieri, Giulia - In: International journal of forecasting 30 (2014) 3, pp. 569-571
Persistent link: https://www.econbiz.de/10010513609
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A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
Foroni, Claudia; Marcellino, Massimiliano - In: International journal of forecasting 30 (2014) 3, pp. 554-568
Persistent link: https://www.econbiz.de/10010513618
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Markov-switching mixed-frequency VAR models
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: International journal of forecasting 31 (2015) 3, pp. 692-711
Persistent link: https://www.econbiz.de/10011474529
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A daily indicator of economic growth for the euro area
Aprigliano, Valentina; Foroni, Claudia; Marcellino, … - In: International journal of computational economics and … 7 (2017) 1/2, pp. 43-63
Persistent link: https://www.econbiz.de/10011713548
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A daily indicator of economic growth for the euro area
Aprigliano, Valentina; Foroni, Claudia; Marcellino, … - 2016 - This version: February 9, 2016
Persistent link: https://www.econbiz.de/10011805956
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U-Midas : Midas Regressions with Unrestricted Lag Polynomials
Foroni, Claudia - 2016
Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by high-frequency variables and their lags. When the difference in sampling frequencies between the regressand and the regressors is large, distributed lag functions are typically...
Persistent link: https://www.econbiz.de/10012991005