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Econometric modeling at mixed frequencies

Klein, Lawrence Robert; Kushnirsky, Fyodor I. - In: Journal of economic and social measurement 30 (2005) 4, pp. 251-277

Persistent link: https://www.econbiz.de/10003308945

Macroeconometric study of Ukraine's growth and reform

Klein, Lawrence Robert; Kushnirsky, Fyodor I.; … - In: Journal of policy modeling : JPMOD ; a social science … 34 (2012) 3, pp. 325-340

Persistent link: https://www.econbiz.de/10009621273

Econometric forecasting at mixed frequencies : application to Mexico's economy Part I. Mexican high frequency and low frequency econometric models

Klein, Lawrence Robert; Kushnirsky, Fyodor I.; Delgado … - In: Journal of economic and social measurement 33 (2008) 2/3, pp. 179-217

Persistent link: https://www.econbiz.de/10003828171

Macroeconometric study of Ukraine's growth and reform

Klein, Lawrence R.; Kushnirsky, Fyodor I.; Maksymenko, … - In: Journal of Policy Modeling 34 (2012) 3, pp. 325-340

To analyze prospects for Ukraine's economic growth and a program of reforms, we construct two macroeconometric models—high frequency with monthly observations, and low frequency with annual observations. In search of consistent information, we critically examine available statistics including...

Persistent link: https://www.econbiz.de/10011051506