We resuscitated the mixed-frequency vector autoregression (MF-VAR) developed in Schorfheide and Song (2015, JBES) to generate macroeconomic forecasts for the U.S. during the COVID-19 pandemic in real time. The model combines eleven time series observed at two frequencies: quarterly and monthly....

In this paper we resuscitate the mixed-frequency vector autoregression (MF-VAR) developed in Schorfheide and Song (2015) to generate real-time macroeconomic forecasts for the U.S. during the COVID-19 pandemic. The model combines eleven time series observed at two frequencies: quarterly and...

We resuscitated the mixed-frequency vector autoregression (MF-VAR) developed in Schorfheide and Song (2015, JBES) to generate macroeconomic forecasts for the U.S. during the COVID-19 pandemic in real time. The model combines eleven time series observed at two frequencies: quarterly and monthly....