Changes in predictive ability with mixed frequency data

Author:

Galvão Ana Beatriz

Publisher

Elsevier BV

Subject

Business and International Management

Reference44 articles.

1. Nonlinear autoregressive leading indicator models of output in G7 countries;Anderson;Journal of Applied Econometrics,2007

2. Predicting the probability of a recession with nonlinear autoregressive leading indicator models;Anderson;Macroeconomic Dynamics,2001

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

4. Should macroeconomic forecasters look at daily financial data?;Andreou,2011

5. What does the yield curve tell us about GDP growth?;Ang;Journal of Econometrics,2006

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