Exploiting the monthly data flow in structural forecasting
Year of publication: |
2015
|
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Authors: | Giannone, Domenico ; Monti, Francesca ; Reichlin, Lucrezia |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | DSGE models | forecasting | temporal aggregation | mixed-frequency data | large data sets |
Series: | Staff Report ; 751 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 843527358 [GVK] hdl:10419/130633 [Handle] RePEc:fip:fednsr:751 [RePEc] |
Classification: | C33 - Models with Panel Data ; C53 - Forecasting and Other Model Applications ; E30 - Prices, Business Fluctuations, and Cycles. General |
Source: |
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Exploiting the monthly data flow in structural forecasting
Giannone, Domenico, (2015)
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Exploiting the monthly data flow in structural forecasting
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