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 …

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 …

GDP forecasters face tough choices over which leading indicators to follow and which forecasting models to use. To help …, Russia. Numerous useful indicators are identified and forecast pooling of three model classes (bridge models, MIDAS models … generally small, but for the period covering the Great Recession unrestricted mixed]frequency models and MIDAS models …

GDP forecasters face tough choices over which leading indicators to follow and which forecasting models to use. To help …, Russia. Numerous useful indicators are identified and forecast pooling of three model classes (bridge models, MIDAS models … generally small, but for the period covering the Great Recession unrestricted mixed]frequency models and MIDAS models clearly …

, MIxed DAta Sampling (MIDAS) models, mixed frequency VARs, and mixed frequency factor models. We also consider alternative …

) specifications and survey forecasts by optimally exploiting their properties. To do that, it compares the forecasting performance of …-term forecast horizons using both univariate and multivariate forecasting metrics. Results show that the Survey of Professional …

) specifications and survey forecasts by optimally exploiting their properties. To do that, it compares the forecasting performance of …-term forecast horizons using both univariate and multivariate forecasting metrics. Results show that the Survey of Professional …

as a pseudo real time forecasting exercise, i.e. due account is taken of the pattern of available monthly variables over …