Nowcasting using mixed frequency methods: an application to the Scottish economy

DOI10.1007/S13571-018-0181-2MaRDI QIDQ2297943zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 20 February 2020

Published in Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL https://strathprints.strath.ac.uk/66936/

zbMATH Keywords

mixed frequency datanowcastingregional economics

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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Cites work

• MIDAS Regressions: Further Results and New Directions
• Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms
• State Space Models and MIDAS Regressions

Cited in

(4)

• Nowcasting real GDP for Saudi Arabia
• P. C. Mahalanobis in the context of current econometrics research
• Nowcasting from disaggregates in the face of location shifts
• Real-time nowcasting of nominal GDP with structural breaks

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