Real-Time Forecasting With a Mixed-Frequency VAR

DOI10.1080/07350015.2014.954707MaRDI QIDQ6667033zbMATH OpenFDO

Authors Frank Schorfheide, Dongho Song

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2014.954707

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cited in

(4)

• SVAR identification with nowcasted macroeconomic data
• Retrieval from mixed sampling frequency: generic identifiability in the unit root VAR
• Constructing high frequency economic indicators by imputation
• Nowcasting monthly GDP with big data: a model averaging approach

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