Forecasting the consumer confidence index with tree-based MIDAS regressions
Yue Qiu
| Year of publication: |
2020
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|---|---|
| Authors: | Qiu, Yue |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 91.2020, p. 247-256
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| Subject: | Consumer confidence forecast | Machine learning | MIDAS regression | Twitter sentiment | Prognoseverfahren | Forecasting model | Verbrauchervertrauensindex | Consumer confidence index | Regressionsanalyse | Regression analysis | Konsumentenverhalten | Consumer behaviour | Theorie | Theory | Prognose | Forecast | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2020.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012429036