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The Resource Forecasting with Mixed Frequencies

Forecasting with Mixed Frequencies

Label
Forecasting with Mixed Frequencies
Title
Forecasting with Mixed Frequencies
Creator
Contributor
Author
Contributor
Subject
Summary
A dilemma faced by forecasters is that data are not all sampled at the same frequency. Most macroeconomic data are sampled monthly (e.g., employment) or quarterly (e.g., GDP). Most financial variables (e.g., interest rates and asset prices), on the other hand, are sampled daily or even more frequently. The challenge is how to best use available data. To that end, the authors survey some common methods for dealing with mixed-frequency data
http://library.link/vocab/creatorName
  • Armesto, Michelle T
  • Inter-university Consortium for Political and Social Research [distributor]
http://library.link/vocab/relatedWorkOrContributorName
  • Engemann, Kristie M.
  • Owyang, Michael T.
Label
Forecasting with Mixed Frequencies
Instantiates
Publication
Note
34712
Control code
ICPSR34712.v1
Governing access note
Access restricted to subscribing institutions
Label
Forecasting with Mixed Frequencies
Publication
Note
34712
Control code
ICPSR34712.v1
Governing access note
Access restricted to subscribing institutions

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