MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area

International Journal of Forecasting

Volumn 27, Issue 2, 2011, Pages 529-542

  Kuzin, Vladimir ^a   Marcellino, Massimiliano ^b   Schumacher, Christian ^c  

^a DIW BERLIN   (Germany)

^b EUROPEAN UNIVERSITY INSTITUTE   (Italy)

^c DEUTSCHE BUNDESBANK   (Germany)

Author keywords

MIDAS; Mixed frequency data; Mixed frequency VAR; Nowcasting

Indexed keywords

EID: 78650938429     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2010.02.006     Document Type: Article

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