Methods for Pastcasting, Nowcasting and Forecasting Using Factor-MIDAS: With an Application to Korean GDP

Author:

Kim Hyun Hak,Swanson Norman R.

Publisher

Elsevier BV

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1. Nowcasting Vietnam’s RGDP Using a Kernel-Based Dimensional Reduction Method;Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering;2021

2. U-MIDAS MODEL OF UKRAINIAN GDP FORECASTING ON MIXED-FREQUENCY DATA;Eastern Europe: economy, business and management;2020

3. Mixing Mixed Frequency and Diffusion Indices in Good Times and in Bad;SSRN Electronic Journal;2016

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