Evaluation of mixed frequency approaches for tracking near-term economic developments in North Macedonia
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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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2021-11-29 (Macroeconomics)
- NEP-TRA-2021-11-29 (Transition Economics)
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