Real-Time Forecasting with a MIDAS VAR

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Author
Neuwirth, Stefan
Mikosch, Heiner
Date
2015
Type
  • Conference Paper
Publication status
published
External links
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Editor
Solanko, Laura
Journal / series
BOFIT Discussion Papers
Pages / Article No.
232
Publisher
Suomen Pankki
Event
35th International Symposium on Forecasting, Riverside, CA, USA, June 21-24, 2015
Subject
Forecasting; Mixed frequency data; MIDAS; VAR; Real time
Organisational unit
02525 - KOF Konjunkturforschungsstelle / KOF Swiss Economic Institute  
Notes
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