This paper presents a MIDAS type mixed frequency VAR forecasting model. First, we propose a general and compact mixed … frequency VAR framework using a stacked vector approach. Second, we integrate the mixed frequency VAR with a MIDAS type Almon … the resulting non-linear MIDAS type mixed frequency VAR into a linear equation system that can be easily estimated. An out …

This paper presents a MIDAS type mixed frequency VAR forecasting model. First, we propose a general and compact mixed … frequency VAR framework using a stacked vector approach. Second, we integrate the mixed frequency VAR with a MIDAS type Almon … the resulting non-linear MIDAS type mixed frequency VAR into a linear equation system that can be easily estimated. A …

Building on a mixed data sampling (MIDAS) model we evaluate the predictive power of a variety of monthly macroeconomic … indicators for forecasting quarterly Chinese GDP growth. We iterate the evaluation over forecast horizons from 370 days to 1 day … 2009. Industrial production can be quite valuable for now- or even forecasting, but only if it is released shortly after …

In short-term forecasting, it is essential to take into account all available information on the current state of the … available data. In this respect, the Mixed-Data Sampling (MIDAS) model has proved to outperform existing tools by combining data … addresses this point by developing MIDAS based dimension reduction techniques and by introducing two novel approaches based on …

the so-called Mixed Data Sampling (MIDAS) approach that directly exploits the information content of monthly indicators to … smoothness priors in a distributed lag model, that weakens the restrictions the traditional MIDAS approach imposes on the data to …-nested specifications. It is found that the MIDAS approach is able to timely identify, from monthly information, important signals of the …

We evaluate the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA …

We propose the use of Google online search data for nowcasting and forecasting the number of food stamps recipients. We … perform a large out-of-sample forecasting exercise with almost 3000 competing models with forecast horizons up to 2 years …

Empirical assessments of the forecasting power of spatial panel data econometric models are still scarcely available … test different forecasting horizons, in order to investigate the speed of deterioration of forecasting quality. We compare … appears to diminish as the forecasting horizon widens, eventually leading the SF model to being preferred for more distant …

We evaluate the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA …

We evaluate the forecasting performance of six different models for short-term forecasting of Macedonian GDP: 1) ARIMA …