Does Forecasting Benefit from Mixed-Frequency Data Sampling Model: The Evidence from Forecasting GDP Growth Using Financial Factor in Thailand
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-70942-0_31
Reference19 articles.
1. Armesto, M.T., Engemann, K., Owyang, M.: Forecasting with mixed frequencies. Review 92, 521–536 (2010)
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3. Bellégo, C., Ferrara, L.: Forecasting Euro-area recessions using time-varying binary response models for financial variables. Working papers 259, Banque de France (2009)
4. Clements, M.P., Galvão, A.B.: Macroeconomic forecasting with mixed-frequency data. J. Bus. Econ. Stat. 26(4), 546–554 (2008)
5. Clements, M.P., Galvão, A.B.: Forecasting US output growth using leading indicators: an appraisal using MIDAS models. J. Appl. Econ. 24(7), 1187–1206 (2009)
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