FORECASTING WITH MIXED-FREQUENCY FACTOR MODELS IN THE...

Macroeconomic Dynamics 2015 / 06 Vol. 19; Iss. 4

FORECASTING WITH MIXED-FREQUENCY FACTOR MODELS IN THE PRESENCE OF COMMON TRENDS

Fuleky, Peter, Bonham, Carl S.
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Volume:
19
Language:
english
Journal:
Macroeconomic Dynamics
DOI:
10.1017/s136510051300059x
Date:
June, 2015
File:
PDF, 383 KB
english, 2015
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