Bayesian Mixed Frequency VARs-Reference-Cited by-同舟云学术

Bayesian Mixed Frequency VARs

Published:2014-09-24 Issue:3 Volume:13 Page:698-721
ISSN:1479-8409
Container-title:Journal of Financial Econometrics
language:en
Short-container-title:JOURNAL OF FINANCIAL ECONOMETRICS

Author:

Eraker Bjørn,Chiu Ching Wai (Jeremy),Foerster Andrew T.,Kim Tae Bong,Seoane Hernán D.

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance

Link

http://academic.oup.com/jfec/article-pdf/13/3/698/9848803/nbu027.pdf

Reference41 articles.

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2. Regression models with mixed sampling frequencies

3. Should Macroeconomic Forecasters Use Daily Financial Data and How?

4. Angelini E. Camba-Mendez G. Giannone D. Reichlin L. Runstler G. Short-Term Forecasts of Euro Area GDP Growth. The Econometrics Journal 2011;14(1):C24-C44.

5. Bridge models to forecast the euro area GDP

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