Exploiting the monthly data flow in structural forecasting
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- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2016. "Exploiting the monthly data flow in structural forecasting," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 201-215.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015. "Exploiting the monthly data flow in structural forecasting," Staff Reports 751, Federal Reserve Bank of New York.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2014. "Exploiting the monthly data-flow in structural forecasting," Discussion Papers 1416, Centre for Macroeconomics (CFM).
- Giannone, Domenico & Monti, Francesca & Reichlin, Lucrezia, 2014. "Exploiting the monthly data-flow in structural forecasting," LSE Research Online Documents on Economics 57998, London School of Economics and Political Science, LSE Library.
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Citations
Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Hey, Economist! How Do You Forecast the Present?
by Blog Author in Liberty Street Economics on 2017-06-16 20:15:00 - Exploiting the monthly data flow in structural forecasting
by Christian Zimmermann in NEP-DGE blog on 2014-10-05 22:06:38
Citations
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More about this item
Keywords
Forecasting; temporal aggregation; mixed frequency data; large data sets;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2014-10-03 (Dynamic General Equilibrium)
- NEP-ETS-2014-10-03 (Econometric Time Series)
- NEP-MAC-2014-10-03 (Macroeconomics)
- NEP-ORE-2014-10-03 (Operations Research)
Statistics
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