Browsing by Subject "MIDAS regressions"
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(Oxford University Press, 2012)This article, which presents a regression framework that relates the quarterly macro variable (such as GDP growth) to higher-frequency variables in a relatively simple, parsimonious way, is organized as follows. Section 2 ...
(2013)We introduce easy-to-implement, regression-based methods for predicting quarterly real economic activity that use daily financial data and rely on forecast combinations of mixed data sampling (MIDAS) regressions. We also ...