Evaluation of Mixed Frequency Approaches for Tracking Near-Term Economic Developments in North Macedonia
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DOI: 10.2478/jeb-2021-0013
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More about this item
Keywords
MF-VAR; Bayesian estimation; MIDAS; forecast pooling; forecast evaluation;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
Statistics
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