Combining Time Variation and Mixed Frequencies: an Analysis of Government Spending Multipliers in Italy
Author:
Affiliation:
1. European Central Bank, Frankfurt am Main; Germany
2. European Stability Mechanism; Luxembourg
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/jae.2489/fullpdf
Reference46 articles.
1. Asimakopoulos S Paredes J Warmedinger T 2013 Forecasting Fiscal time series using mixed frequency data. Working paper series 1550
2. Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data;Banbura;Journal of Applied Econometrics,2014
3. Banbura M Giannone D Modugno M Reichlin L 2013 Now-casting and the real-time data flow. Working paper series 1564
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