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dc.contributor.authorFORONI, Claudia
dc.contributor.authorMARCELLINO, Massimiliano 
dc.date.accessioned2013-02-12T13:46:43Z
dc.date.available2013-02-12T13:46:43Z
dc.date.issued2013
dc.identifier.issn1725-6704
dc.identifier.urihttp://hdl.handle.net/1814/25844
dc.description.abstractThe development of models for variables sampled at different frequencies has attracted substantial interest in the recent econometric literature. In this paper we provide an overview of the most common techniques, including bridge equations, MIxed DAta Sampling (MIDAS) models, mixed frequency VARs, and mixed frequency factor models. We also consider alternative techniques for handling the ragged edge of the data, due to asynchronous publication. Finally, we survey the main empirical applications based on alternative mixed frequency models.en
dc.format.mimetypeapplication/pdf
dc.language.isoenen
dc.relation.ispartofseriesEUI ECOen
dc.relation.ispartofseries2013/02en
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectE37en
dc.subjectC53en
dc.subjectMixed-frequency dataen
dc.subjectMixed-frequency VARen
dc.subjectMIDASen
dc.subjectNowcastingen
dc.subjectForecastingen
dc.titleA survey of econometric methods for mixed-frequency dataen
dc.typeWorking Paperen
dc.neeo.contributorFORONI|Claudia|aut|
dc.neeo.contributorMARCELLINO|Massimiliano|aut|EUI70008
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