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Search: subject:"MIDAS regression"
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MIDAS regression
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1
MIDAS
regression
: a new horse in the race of filtering macroeconomic time series
Benčík, Michal
-
2023
Persistent link: https://www.econbiz.de/10014391338
Saved in:
2
Essays on the use of MIDAS regressions in banking and finance
Kostrov, Alexander
-
2021
data sampling (
MIDAS
)
regression
is mainly a forecasting tool designed to harness mixed-frequency data. This dissertation …
Persistent link: https://www.econbiz.de/10012651022
Saved in:
3
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012113890
Saved in:
4
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012802134
Saved in:
5
On business cycle forecasting
Lai, Huiwen
;
Ng, Eric C. Y.
- In:
Frontiers of business research in China : selected …
14
(
2020
)
3
,
pp. 324-349
Persistent link: https://www.econbiz.de/10012427131
Saved in:
6
Forecasting the consumer confidence index with tree-based MIDAS regressions
Qiu, Yue
- In:
Economic modelling
91
(
2020
),
pp. 247-256
Persistent link: https://www.econbiz.de/10012429036
Saved in:
7
Nowcasting Philippine economic growth using
MIDAS
regression
Rufino, Cesar C.
- In:
DLSU business & economics review
29
(
2019
)
1
,
pp. 14-23
Persistent link: https://www.econbiz.de/10012263944
Saved in:
8
Disaggregation methods based on
MIDAS
regression
Guay, Alain
;
Maurin, Alain
- In:
Economic modelling
50
(
2015
),
pp. 123-129
Persistent link: https://www.econbiz.de/10011440036
Saved in:
9
Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of
MIDAS
regression
model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
Saved in:
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