Should Macroeconomic Forecasters Use Daily Financial Data and How?

Journal of Business and Economic Statistics

Volumn 31, Issue 2, 2013, Pages 240-251

  Andreou, Elena ^a   Ghysels, Eric ^b   Kourtellos, Andros ^a  

^a UNIVERSITY OF CYPRUS   (Cyprus)

^b UNIVERSITY OF NORTH CAROLINA   (United States)

Author keywords

Daily financial factors; Financial markets and the macroeconomy; MIDAS regressions

Indexed keywords

EID: 84881591689     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2013.767199     Document Type: Article

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