Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach (Q5272546)
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scientific article; zbMATH DE number 6737547
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach |
scientific article; zbMATH DE number 6737547 |
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Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach (English)
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30 June 2017
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nonparametric regression
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mixed-frequency forecast equations
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penalized least-squares estimator
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Hodrick-Prescott filtering technique
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