Macroeconomic Prediction with High Frequency Data of Electricity Consumption based on MIDAS model

Author:

Sun Yixin,Liu Zhanjie,Kang Yuxin,Guo Kun

Funder

State Grid Corporation of China

Publisher

Elsevier BV

Reference33 articles.

1. Aarons, G., Caratelli, D., Cocci, M., Giannone, D., Sbordone, A., Tambalotti, A., 2016. Just released: introducing the new york fed staff nowcast. Federal Reserve Bank of New York Liberty Street Economics.

2. Arora, V., Lieskovsky, J., 2016. Electricity use as an indicator of U.S. economic activity. ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft, Kiel und Hamburg.

3. Bok, B., Caratelli, D., Giannone, D., Sbordone, A.M., Tambalotti, A., 2018. Macroeconomic nowcasting and forecasting with big data. Annual Review of Economics 10, 615–643. https://doi.org/10.1146/annurev-economics-080217-053214

4. Caraiani, P., others, 2010. Forecasting romanian GDP using a BVAR model. Romanian Journal of Economic Forecasting 13, 76–87.

5. Clements, M.P., Galvão, A.B., 2009. Forecasting US output growth using leading indicators: an appraisal using MIDAS models. Journal of Applied Econometrics 24, 1187–1206. https://doi.org/10.1002/jae.1075

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