Methods for backcasting, nowcasting and forecasting using factor-MIDAS: With an application to Korean GDP-Reference-Cited by-同舟云学术

Methods for backcasting, nowcasting and forecasting using factor-MIDAS: With an application to Korean GDP

Published:2017-11-29 Issue:3 Volume:37 Page:281-302
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Kim Hyun Hak¹^ORCID,Swanson Norman R.²

Affiliation:

1. Department of Economics; Kookmin University; Seoul Korea

2. Department of Economics; Rutgers University; New Brunswick NJ USA

Publisher

Wiley

Subject

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

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/for.2499/fullpdf

Reference44 articles.

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5. Bridge models to forecast the euro area GDP;Baffigi;International Journal of Forecasting,2004

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