Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting
Year of publication: |
[2023]
|
---|---|
Authors: | Koop, Gary ; McIntyre, Stuart G. ; Mitchell, James ; Poon, Aubrey ; Wu, Ping |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Frühindikator | Leading indicator |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Series: | FRB of Cleveland Working Paper ; No. 23-09 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 8, 2023 erstellt |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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