Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach-Reference-Cited by-同舟云学术

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Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach

Published:2011 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Chen Yu-Chin,Tsay Wen-Jen

Publisher

Elsevier BV

Reference26 articles.

1. The distributed lag between capital approximation and expenditures;S Almon;Econometrica,1965

2. Selecting the optimal order of polynomial in the Almon distributed lag;T Amemiya;The Review of Economics and Statistics,1974

3. Forecasting with Mixed-Frequency Data

4. Regression Models with Mixed Sampling Frequencies;E E Andreou;Journal of Econometrics,2010

5. Should Macroeconomic Forecasters Use Daily Financial Data and How?

Cited by 3 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. GDP Nowcasting Based on Daily Electricity Data and Financial Market Data;2023 IEEE International Conference on Big Data (BigData);2023-12-15

2. Forecasting inflation using commodity price aggregates;Journal of Econometrics;2014-11

3. Forecasting Copper Prices with Dynamic Averaging and Selection Models;SSRN Electronic Journal;2014

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