Forecasting low-frequency macroeconomic events with high-frequency data
Year of publication: |
2022
|
---|---|
Authors: | Galvão, Ana Beatriz C. ; Owyang, Michael T. |
Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 37.2022, 7, p. 1314-1333
|
Subject: | event probability forecasting | financial indicators | mixed frequency models | recession | weekly activity index | Theorie | Theory | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Frühindikator | Leading indicator | Volatilität | Volatility |
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