A survey of econometric methods for mixed-frequency data
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- Claudia Foroni & Massimiliano Marcellino, 2013. "A survey of econometric methods for mixed-frequency data," Working Paper 2013/06, Norges Bank.
References listed on IDEAS
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More about this item
Keywords
mixed-frequency data; mixed-frequency VAR; MIDAS; nowcasting; forecasting;
All these keywords.JEL classification:
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2013-03-02 (Market Microstructure)
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