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Search: subject:"MIDAS regression"
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MIDAS regression
22
Regression analysis
18
Regressionsanalyse
18
Forecasting model
14
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14
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9
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9
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8
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8
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7
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MIDAS regression model
4
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dynamic factor models
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EU countries
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Ghysels, Eric
4
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3
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3
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3
Andrade, Philippe
2
Andreou, Elena
2
Du, Donglei
2
Fang, Libing
2
Fourel, Valère
2
Hacihasanoglu, Erk
2
Idier, Julien
2
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2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
22
RePEc
9
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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
Stock exchange volatility forecasting under market stress with
MIDAS
regression
Körs, Murat
;
Karan, Mehmet Baha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 295-306
Persistent link: https://www.econbiz.de/10014253189
Saved in:
4
How does investor sentiment impact stock volatility? : new evidence from Shanghai A-shares market
Xie, Dejun
;
Cui, Yu
;
Liu, Yujian
- In:
China finance review international
13
(
2023
)
1
,
pp. 102-120
Persistent link: https://www.econbiz.de/10014312228
Saved in:
5
Nowcasting inflation in India with daily crowd-sourced prices using dynamic factors and mixed frequency models
Yadav, Varun
;
Das, Abhiman
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10013553042
Saved in:
6
Correlations and turbulence of the European markets
Andrei, Laurentiu Dumitru
;
Brezeanu, Petre
;
Dinu, …
- In:
Romanian journal of economic forecasting
22
(
2019
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10012022003
Saved in:
7
Estimates of quarterly GDP growth using MIDAS regressions
Bhaghoe, Sailesh
;
Ooft, Gavin
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149762
Saved in:
8
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012113890
Saved in:
9
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:
10
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
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