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1
Regime-dependent nowcasting of the Austrian economy
Fortin, Ines
;
Hlouskova, Jaroslava
-
2023
autoregressive model according to Ghysels (2016) and
mixed
data
sampling approaches, and compare their forecast and nowcast …
Persistent link: https://www.econbiz.de/10014432187
Saved in:
2
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
3
The role of the monthly ENSO in forecasting the Daily Baltic Dry Index
Bouri, Elie
;
Gupta, Rangan
;
Rossini, Lua
-
2022
Persistent link: https://www.econbiz.de/10013253754
Saved in:
4
Common drivers of commodity futures?
Dudda, Tom L.
;
Klein, Tony
;
Nguyen, Duc Khuong
; …
-
2022
Persistent link: https://www.econbiz.de/10013454563
Saved in:
5
Nowcasting industrial production using linear and non-linear models of electricity demand
Galdi, Giulio
;
Casarin, Roberto
;
Ferrari, Davide
; …
-
2022
Persistent link: https://www.econbiz.de/10013366791
Saved in:
6
Dynamic relationship between stock and bond returns: a GAS MIDAS copula approach
Nguyen, Hoang
;
Javed, Farrukh
-
2021
Stock and bond are the two most crucial assets for portfolio allocation and risk management. This study proposes generalized autoregressive score mixed frequency data sampling (GAS MIDAS) copula models to analyze the dynamic dependence between stock returns and bond returns. A GAS MIDAS copula...
Persistent link: https://www.econbiz.de/10012668024
Saved in:
7
High-frequency monitoring of growth-at-risk
Ferrara, Laurent
;
Mogliani, Matteo
;
Sahuc, Jean-Guillaume
-
2020
Persistent link: https://www.econbiz.de/10012534309
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8
Revealing cluster structures based on mixed sampling frequencies
Rho, Yeonwoo
;
Liu, Yun
;
Ahn, Hie Joo
-
2020
Persistent link: https://www.econbiz.de/10012389465
Saved in:
9
mixed
data
sampling (MIDAS) methods
Ghysels, Eric
;
Plazzi, Alberto
;
Valkanov, Rossen I.
; …
-
2019
-
This draft: January 11, 2019
– iterated, direct, and scaled short-horizon forecasts. We also consider the newer class of
mixed
data
sampling (MIDAS) methods …
Persistent link: https://www.econbiz.de/10011976983
Saved in:
10
High-frequency credit spread information and macroeconomic forecast revision
Deschamps, Bruno
;
Ioannidis, Christos
;
Ka, Kook
-
2019
Persistent link: https://www.econbiz.de/10012171439
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