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Mixed-frequency SV model for stock volatility and macroeconomics
Shang, Yuhuang; Zheng, Tingguo - In: Economic modelling 95 (2021), pp. 462-472
Persistent link: https://www.econbiz.de/10012696029
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Fitting and forecasting yield curves with a mixed-frequency affine model : evidence from China
Shang, Yuhuang; Zheng, Tingguo - In: Economic modelling 68 (2018), pp. 145-154
Persistent link: https://www.econbiz.de/10011934605
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Words or numbers? : macroeconomic nowcasting with textual and macroeconomic data
Zheng, Tingguo; Fan, Xinyue; Jin, Wei; Fang, Kuangnan - In: International journal of forecasting 40 (2024) 2, pp. 746-761
Persistent link: https://www.econbiz.de/10014547203
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Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo; Fan, Xinyue; Jin, Wei; Fang, Kuangnan - In: Journal of forecasting 43 (2024) 3, pp. 702-753
Persistent link: https://www.econbiz.de/10014532380