The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting
Andrea Giusto, Talan B. İşcan
| Year of publication: |
Sep 2018
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|---|---|
| Authors: | Giusto, Andrea ; İşcan, Talan B. |
| 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 | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Frühindikator | Leading indicator | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2017-0047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011965177