Forecasting data revisions of GDP: a mixed frequency approach
β Scribed by Jens Hogrefe
- Publisher
- Springer-Verlag
- Year
- 2008
- Tongue
- English
- Weight
- 390 KB
- Volume
- 92
- Category
- Article
- ISSN
- 1863-8171
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract Multiβstep prediction using high frequency environmental data is considered. The complex dynamics of ground ozone often requires models involving covariates, multiple frequency periodicities, long memory, nonlinearity and heteroscedasticity. For these reasons parametric models, which in
## Abstract The first purpose of this paper is to assess the shortβrun forecasting capabilities of two competing financial duration models. The forecast performance of the Autoregressive Conditional MultinomialβAutoregressive Conditional Duration (ACMβACD) model is better than the Asymmetric Autore
## Abstract There is considerable interest in the index of industrial production (IIP) as an indicator of the state of the UK's industrial base and, more generally, as a leading economic indicator. However, this index, in common with a number of key macroeconomic time series, is subject to revision