MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area-Reference-Cited by-同舟云学术

MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area

Published:2011-04 Issue:2 Volume:27 Page:529-542
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Kuzin Vladimir,Marcellino Massimiliano,Schumacher Christian

Publisher

Elsevier BV

Subject

Business and International Management

Reference27 articles.

1. Andreou, E., Ghysels, E., & Kourtellos, A. Regression models with mixed sampling frequencies. Journal of Econometrics (in press).

2. Andreou, E., Ghysels, E., & Kourtellos, A. (2009). Should macroeconomic forecasters look at daily financial data? University of North Carolina. Mimeo.

3. Leading indicators for euro area inflation and GDP growth;Banerjee;Oxford Bulletin of Economics and Statistics,2005

4. Monetary policy in a data-rich environment;Bernanke;Journal of Monetary Economics,2003

5. Multi-step forecasting;Bhansali,2002

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