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Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - 2013
Persistent link: https://www.econbiz.de/10009724167
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U-MIDAS : MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - 2012
Persistent link: https://www.econbiz.de/10009512876
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Markov-switching mixed-frequency VAR models
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010342583
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Fiscal solvency and fiscal forecasting in Europe
Artis, Michael J. - 1998
Persistent link: https://www.econbiz.de/10013422507