Search
Now showing items 1-2 of 2
Title:Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP Author(s):KUZIN, Vladimir; MARCELLINO, Massimiliano
; SCHUMACHER, ChristianDate:2009Type:Working PaperSeries/Number:EUI ECO; 2009/13Abstract:This paper discusses pooling versus model selection for now- and forecasting in the presence of model uncertainty with large, unbalanced datasets. Empirically, unbalanced data is pervasive in economics and typically due ...
; SCHUMACHER, ChristianDate:2009Type:Working PaperSeries/Number:EUI ECO; 2009/13Abstract:This paper discusses pooling versus model selection for now- and forecasting in the presence of model uncertainty with large, unbalanced datasets. Empirically, unbalanced data is pervasive in economics and typically due ...
Title:MIDAS vs. Mixed-frequency VAR: Nowcasting GDP in the Euro Area Author(s):KUZIN, Vladimir; MARCELLINO, Massimiliano; SCHUMACHER, ChristianDate:2009Type:Working PaperSeries/Number:EUI ECO; 2009/32Abstract:This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-
VAR) approaches to model speci cation in the presence of mixed-frequency data, e.g.,
monthly and quarterly series. MIDAS leads to parsimonious ...
; SCHUMACHER, ChristianDate:2009Type:Working PaperSeries/Number:EUI ECO; 2009/32Abstract:This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-
VAR) approaches to model speci cation in the presence of mixed-frequency data, e.g.,
monthly and quarterly series. MIDAS leads to parsimonious ...