Using monthly data to improve quarterly model forecasts
Author
Abstract
Suggested Citation
Download full text from publisher
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Zadrozny, Peter A., 2016.
"Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data,"
Journal of Econometrics, Elsevier, vol. 193(2), pages 438-446.
- Zadrozny, Peter A., 2015. "Extended Yule-Walker identification of Varma models with single- or mixed frequency data," CFS Working Paper Series 526, Center for Financial Studies (CFS).
- Peter A. Zadrozny, 2016. "Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data," CESifo Working Paper Series 5884, CESifo.
- Peter A. Zadrozny, 2015. "Extended Yule-Walker Identification of Varma Models with Single- or Mixed- Frequency Data," Economic Working Papers 485, Bureau of Labor Statistics.
- Jo~ao B. Assunc{c}~ao & Pedro Afonso Fernandes, 2022. "Nowcasting the Portuguese GDP with Monthly Data," Papers 2206.06823, arXiv.org.
- Clements, Michael P. & Galvao, Ana Beatriz, 2006.
"Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation,"
Economic Research Papers
269743, University of Warwick - Department of Economics.
- Clements, Michael P & Galvão, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS) 773, University of Warwick, Department of Economics.
- Ashwin Madhou & Tayushma Sewak & Imad Moosa & Vikash Ramiah, 2017. "GDP nowcasting: application and constraints in a small open developing economy," Applied Economics, Taylor & Francis Journals, vol. 49(38), pages 3880-3890, August.
- João B. Assunção & Pedro Afonso Fernandes, 2022. "Nowcasting GDP: An Application to Portugal," Forecasting, MDPI, vol. 4(3), pages 1-15, August.
- John C. Robertson & Ellis W. Tallman, 1999. "Vector autoregressions: forecasting and reality," Economic Review, Federal Reserve Bank of Atlanta, vol. 84(Q1), pages 4-18.
- Bjørn Eraker & Ching Wai (Jeremy) Chiu & Andrew T. Foerster & Tae Bong Kim & Hernán D. Seoane, 2015.
"Bayesian Mixed Frequency VARs,"
Journal of Financial Econometrics, Oxford University Press, vol. 13(3), pages 698-721.
- Ching Wai Chiu & Bjorn Eraker & Andrew T. Foerster & Tae Bong Kim & Hernan D. Seoane, 2011. "Estimating VAR's sampled at mixed or irregular spaced frequencies : a Bayesian approach," Research Working Paper RWP 11-11, Federal Reserve Bank of Kansas City.
- Alain MAURIN & Alain GUAY, 2008. "An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP : Application to the Case of Guadeloupe," EcoMod2008 23800085, EcoMod.
- Evan F. Koenig & Sheila Dolmas & Jeremy Piger, 2003.
"The Use and Abuse of Real-Time Data in Economic Forecasting,"
The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 618-628, August.
- Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," International Finance Discussion Papers 684, Board of Governors of the Federal Reserve System (U.S.).
- Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000. "The use and abuse of \"real-time\" data in economic forecasting," Working Papers 0004, Federal Reserve Bank of Dallas.
- Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2002. "The use and abuse of 'real-time' data in economic forecasting," Working Papers 2001-015, Federal Reserve Bank of St. Louis.
- Tom Stark, 2000. "Does current-quarter information improve quarterly forecasts for the U.S. economy?," Working Papers 00-2, Federal Reserve Bank of Philadelphia.
- Michael P. Clements & Ana Beatriz Galvão, 2007. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers 616, Queen Mary University of London, School of Economics and Finance.
- Hukkinen, Juhana & Viren, Matti, 1999. "Assessing the Forecasting Performance of a Macroeconomic Model," Journal of Policy Modeling, Elsevier, vol. 21(6), pages 753-768, November.
- William T. Gavin & Kevin L. Kliesen, 2002. "Unemployment insurance claims and economic activity," Review, Federal Reserve Bank of St. Louis, vol. 84(May), pages 15-28.
- Rómulo Chumacero & Jorge Quiroz, 1996. "La Tasa Natural de Crecimiento de la Economía Chilena: 1985-1996," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 33(100), pages 453-472.
- Namwon Hyung & Clive W.J. Granger, 2008. "Linking series generated at different frequencies This work is part of a PhD dissertation presented at the University of California, San Diego (1999)," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 95-108.
- Guay, Alain & Maurin, Alain, 2015. "Disaggregation methods based on MIDAS regression," Economic Modelling, Elsevier, vol. 50(C), pages 123-129.
- Michael P. Clements & Ana Beatriz Galvão, 2007.
"Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth,"
Working Papers
616, Queen Mary University of London, School of Economics and Finance.
- Michael P. Clements & Ana Beatriz Galvão, 2007. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers 616, Queen Mary University of London, School of Economics and Finance.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedmqr:y:1996:i:spr:p:16-33:n:v.20no.2. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kate Hansel (email available below). General contact details of provider: https://edirc.repec.org/data/cfrbmus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.