The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting
Year of publication: |
Sep 2018
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Authors: | Giusto, Andrea ; İşcan, Talan Behçet |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 22.2018, 4, p. 1-16
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Subject: | forecasts confidence intervals | mixed-frequency data | real-time forecasting | rescaled VAR model | Theorie | Theory | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis | Frühindikator | Leading indicator | Schätzung | Estimation |
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