Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession
Year of publication: |
2012
|
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Authors: | Ferrara, Laurent ; Marsilli, Clément |
Institutions: | EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) |
Subject: | Great Recession | Forecasting | Financial variables | MIDAS approach |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2012-19 8 pages |
Classification: | C2 - Econometric Methods: Single Equation Models ; C5 - Econometric Modeling ; E3 - Prices, Business Fluctuations, and Cycles |
Source: |
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