Are daily financial data useful for forecasting GDP? Evidence from Mexico
Year of publication: |
2017
|
---|---|
Authors: | Gomez-Zamudio, Luis M. ; Ibarra-Ramírez, Raúl |
Publisher: |
Ciudad de México : Banco de México |
Subject: | GDP Forecasting | Mixed Frequency Data | Daily Financial Data | Nowcasting |
Series: | Working Papers ; 2017-17 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 898694108 [GVK] hdl:10419/174470 [Handle] RePEc:bdm:wpaper:2017-17 [RePEc] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
Source: |
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Are daily financial data useful for forecasting GDP? : evidence from Mexico
Gomez-Zamudio, Luis M., (2017)
-
Are daily financial data useful for forecasting GDP? : evidence from Mexico
Gómez-Zamudio, Luis M., (2017)
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Forecasting GDP over the business cycle in a multi-frequency and data-rich environment
Bouabdallah, Othman, (2015)
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Are daily financial data useful for forecasting GDP? : evidence from Mexico
Gomez-Zamudio, Luis M., (2017)
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Hernández, Manuel A., (2011)
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Stocks, bonds and the investment horizon: A spatial dominance approach
Ibarra-Ramírez, Raúl, (2011)
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