Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis

Author:

Hassani Hossein,Rua António,Silva Emmanuel Sirimal,Thomakos Dimitrios

Publisher

Elsevier BV

Subject

Business and International Management

Reference56 articles.

1. Regression models with mixed sampling frequencies;Andreou;Journal of Econometrics,2010

2. Should macroeconomic forecasters use daily financial data and how?;Andreou;Journal of Business & Economic Statistics,2013

3. Forecasting GDP growth using mixed-frequency models with switching regimes;Barsoum;International Journal of Forecasting,2015

4. Signal extraction and forecasting of the UK tourism income time series: a singular spectrum analysis approach;Beneki;Journal of Forecasting,2012

5. Analysing and forecasting European Union energy data;Beneki;International Journal of Energy and Statistics,2013

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