Macroeconomic forecasting with mixed data sampling frequencies: Evidence from a small open economy-Reference-Cited by-同舟云学术

Macroeconomic forecasting with mixed data sampling frequencies: Evidence from a small open economy

Published:2018-05-17 Issue:6 Volume:37 Page:666-675
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Tsui Albert K.¹,Xu Cheng Yang¹,Zhang Zhaoyong²^ORCID

Affiliation:

1. Department of Economics; National University of Singapore; Singapore

2. School of Business and Law; Edith Cowan University; Joondalup WA Australia

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/for.2528/fullpdf

Reference29 articles.

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3. MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets;Alper;Economics Letters,2012

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

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

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