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~isPartOf:"Discussion paper / Deutsche Bundesbank"
~person:"Marcellino, Massimiliano"
~subject:"Theory"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
~type_genre:"Book section"
~type_genre:"Non-commercial literature"
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MIDAS versus mixed-frequency VAR : nowcasting GDP in the
euro
area
Kuzin, Vladimir
;
Marcellino, Massimiliano
;
Schumacher, …
-
2009
growth in the
euro
area, on a monthly basis and using a set of 20 monthly indicators. It turns out that the two approaches …
Persistent link: https://www.econbiz.de/10003815492
Saved in:
2
U-MIDAS: MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia
;
Marcellino, Massimiliano
;
Schumacher, …
-
2011
unrestricted polynomials. In an empirical application on out-of-sample nowcasting GDP in the US and the
Euro
area using monthly …
Persistent link: https://www.econbiz.de/10009490826
Saved in:
3
Pooling versus model selection for nowcasting with many predictors : an application to German GDP
Kuzin, Vladimir
;
Marcellino, Massimiliano
;
Schumacher, …
-
2009
forecasting quarterly German GDP, a key macroeconomic indicator for the largest country in the
euro
area, with a large set of …
Persistent link: https://www.econbiz.de/10003811129
Saved in:
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