Mixed frequency models: Bayesian approaches to estimation and prediction

International Journal of Forecasting

Volumn 26, Issue 2, 2010, Pages 293-311

  Rodriguez, Abel ^a   Puggioni, Gavino ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF NORTH CAROLINA   (United States)

Author keywords

Gross national product; Interest rates; Mixed frequency data; Model averaging; Model selection

Indexed keywords

EID: 77649270244     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2010.01.009     Document Type: Article

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