dc.contributor.author | Andreou, Elena | en |
dc.contributor.author | Ghysels, Eric | en |
dc.contributor.author | Kourtellos, Andros | en |
dc.contributor.editor | Clements, Michael P. | en |
dc.contributor.editor | Hendry, David F. | en |
dc.coverage.spatial | Oxford | en |
dc.creator | Andreou, Elena | en |
dc.creator | Ghysels, Eric | en |
dc.creator | Kourtellos, Andros | en |
dc.date.accessioned | 2019-05-03T05:21:46Z | |
dc.date.available | 2019-05-03T05:21:46Z | |
dc.date.issued | 2012 | |
dc.identifier.isbn | 978-0-19-994032-5 | |
dc.identifier.isbn | 978-0-19-539864-9 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/47088 | |
dc.description.abstract | 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 covers mixed data sampling (MIDAS) regressions. Section 3 covers so-called nowcasting, and the Kalman filter and its relationship with MIDAS regressions. The final section discusses volatility models using mixed frequencies. © 2011 by Oxford University Press. All rights reserved. | en |
dc.language.iso | eng | en |
dc.publisher | Oxford University Press | en |
dc.subject | MIDAS regressions | en |
dc.subject | Kalman filter | en |
dc.subject | Macroeconomic variables | en |
dc.subject | Mixed data sampling | en |
dc.subject | Nowcasting | en |
dc.subject | Volatility models | en |
dc.title | Forecasting with Mixed-Frequency Data | en |
dc.type | info:eu-repo/semantics/bookChapter | |
dc.author.faculty | Σχολή Οικονομικών Επιστημών και Διοίκησης / Faculty of Economics and Management | |
dc.author.department | Τμήμα Οικονομικών / Department of Economics | |
dc.type.uhtype | Book Chapter | en |
dc.contributor.orcid | Kourtellos, Andros [0000-0001-9662-0420] | |
dc.gnosis.orcid | 0000-0001-9662-0420 | |