Markov-switching MIDAS models

Journal of Business and Economic Statistics

Volumn 31, Issue 1, 2013, Pages 45-56

  Guérin, Pierre ^a   Marcellino, Massimiliano ^b,c,d  

^a BANK OF CANADA   (Canada)

^b EUROPEAN UNIVERSITY INSTITUTE   (Italy)

^c BOCCONI UNIVERSITY   (Italy)

^d CEPR   (United Kingdom)

Author keywords

Business cycle; Forecasting; Mixed frequency data; Nonlinear models; Nowcasting

Indexed keywords

EID: 84876093499     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2012.727721     Document Type: Article

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