Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility

Published:2016-01-02 Issue:1 Volume:34 Page:118-127
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Marcellino Massimiliano,Porqueddu Mario,Venditti Fabrizio

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/10256018808623883

Reference22 articles.

1. Short‐term forecasts of euro area GDP growth

2. MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA

3. A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP

4. Changes in the effects of monetary policy on disaggregate price dynamics

5. Testing Density Forecasts, With Applications to Risk Management

Cited by 213 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Asymmetric uncertainty: Nowcasting using skewness in real-time data;International Journal of Forecasting;2024-05

2. An infinite hidden Markov model with stochastic volatility;Journal of Forecasting;2024-04-02

3. Short-term real-time forecasting model for spanish GDP (Spain-STING): new specification and reassessment of its predictive power;Documentos Ocasionales;2024-03-04

4. Modelo para la previsión del PIB de la economía española a corto plazo en tiempo real (Spain-STING): nueva especificación y reevaluación de su capacidad predictiva;Documentos Ocasionales;2024-03-04

5. Macroeconomic and financial mixed frequency factors in a big data environment;Journal of the Royal Statistical Society Series C: Applied Statistics;2024-02-09

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3