High-mixed frequency forecasting methods in R—With applications to Philippine GDP and inflation-Reference-Cited by-同舟云学术

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High-mixed frequency forecasting methods in R—With applications to Philippine GDP and inflation

Published:2020 Issue: Volume: Page:185-227
ISSN:0169-7161
Container-title:Handbook of Statistics
language:
Short-container-title:

Author:

Mariano Roberto S.,Ozmucur Suleyman

Publisher

Elsevier

Reference58 articles.

1. Real-time measurement of business conditions;Aruoba;J. Bus. Econ. Stat.,2009

2. Financial Analytics With R, Building a Laptop Laboratory for Data Science;Bennett,2016

3. Comparing predictive accuracy;Diebold;J. Bus. Econ. Stat.,1995

4. A two-step estimator for large approximate dynamic factor models based on Kalman filtering;Doz;J. Econ.,2011

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. Ausblick;Statistische und mathematische Methoden in der Wirtschaft;2023

2. Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth);Journal of Quantitative Economics;2021-12

3. Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth);SSRN Electronic Journal;2020

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