Showing 1 - 10 of 15
We present a mixed-frequency model for daily forecasts of euro area inflation. The model combines a monthly index of core inflation with daily data from financial markets; estimates are carried out with the MIDAS regression approach. The forecasting ability of the model in real-time is compared...
Persistent link: https://www.econbiz.de/10013136537
Persistent link: https://www.econbiz.de/10013125435
Persistent link: https://www.econbiz.de/10009758724
Persistent link: https://www.econbiz.de/10008855927
Persistent link: https://www.econbiz.de/10000780951
Persistent link: https://www.econbiz.de/10000789422
Persistent link: https://www.econbiz.de/10001321306
Persistent link: https://www.econbiz.de/10001326189
Persistent link: https://www.econbiz.de/10001079881