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Markov-switching mixed-frequency VAR models

Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: International journal of forecasting 31 (2015) 3, pp. 692-711

Persistent link: https://www.econbiz.de/10011474529

Using low frequency information for predicting high frequency variables

Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: International journal of forecasting 34 (2018) 4, pp. 774-787

Persistent link: https://www.econbiz.de/10012031105

Markov-switching three-pass regression filter

Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 285-302

Persistent link: https://www.econbiz.de/10012262467

Markov-switching three-pass regression filter

Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - 2016 - This version: November, 2016

Persistent link: https://www.econbiz.de/10011805831

Markov-switching three-pass regression filter

Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - 2017

Persistent link: https://www.econbiz.de/10011793192

A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates

Foroni, Claudia; Marcellino, Massimiliano - In: International journal of forecasting 30 (2014) 3, pp. 554-568

Persistent link: https://www.econbiz.de/10010513618

Forecasting the Covid-19 recession and recovery : lessons from the financial crisis

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020

Persistent link: https://www.econbiz.de/10012228547

Forecasting the Covid-19 recession and recovery : lessons from the financial crisis

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020

We consider simple methods to improve the growth nowcasts and forecasts obtained by mixed frequency MIDAS and UMIDAS models with a variety of indicators during the Covid-19 crisis and recovery period, such as combining forecasts across various specifications for the same model and/or across...

Persistent link: https://www.econbiz.de/10012285550

Forecasting the Covid-19 recession and recovery : lessons from the financial crisis

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - In: International journal of forecasting 38 (2022) 2, pp. 596-612

Persistent link: https://www.econbiz.de/10013348666

Forecasting the COVID-19 recession and recovery : lessons from the financial crisis

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020

Persistent link: https://www.econbiz.de/10012253966