MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Frankfurt am Main
Dt. Bundesbank
2009
|
| Series: | Discussion paper / Deutsche Bundesbank : Series 1, economic studies
2009,7 |
| Subjects: | |
| Online Access: | Volltext Inhaltsverzeichnis |
| Item Description: | Auch im Internet verfügbar. - Zsfassung in dt. Sprache |
| Physical Description: | 27 S. |
| ISBN: | 9783865585080 9783865585097 |
Staff View
MARC
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Record in the Search Index
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|---|---|
| adam_text | Titel: MIDAS versus mixed-frequency VAR
Autor: Kuzin, Vladimir
Jahr: 2009
Contents
1 Introduction 1
2 Nowcasting quarterly GDP with ragged-edge data 2
2.1 The MIDAS approach ........................... 3
2.2 The mixed-frequency VAR......................... 4
2.3 Discussion of MIDAS and MF-VAR.................... 7
3 Now- and forecasting Euro Area GDP with MIDAS and MF-VAR 8
3.1 Design of the nowcast and forecast comparison exercise......... 8
3.2 Empirical results.............................. 10
4 Conclusions 14
A Euro Area dataset 17
A.I Industrial production............................ 17
A.2 Surveys ................................... 18
A.3 Interest rates, exchange rates, money stocks............... 18
A.4 Raw material prices, car registrations................... 18
|
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| bvnumber | BV035428906 |
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| geographic_facet | Europa |
| id | DE-604.BV035428906 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T21:35:03Z |
| institution | BVB |
| isbn | 9783865585080 9783865585097 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017349332 |
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| physical | 27 S. |
| psigel | ebook |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank : Series 1, economic studies |
| spelling | MIDAS versus mixed-frequency VAR nowcasting GDP in the euro area Vladimir Kuzin ; Massimiliano Marcellino ; Christian Schumacher Frankfurt am Main Dt. Bundesbank 2009 27 S. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank : Series 1, economic studies 2009,7 Auch im Internet verfügbar. - Zsfassung in dt. Sprache Prognose (DE-588)4047390-9 gnd rswk-swf Vektor-autoregressives Modell (DE-588)4288533-4 gnd rswk-swf Bruttoinlandsprodukt (DE-588)4146775-9 gnd rswk-swf Europa (DE-588)4015701-5 gnd rswk-swf Europa (DE-588)4015701-5 g Bruttoinlandsprodukt (DE-588)4146775-9 s Prognose (DE-588)4047390-9 s Vektor-autoregressives Modell (DE-588)4288533-4 s DE-604 Kuzin, Vladimir 1979- Sonstige (DE-588)133723070 oth Marcellino, Massimiliano 1970- Sonstige (DE-588)114655065 oth Schumacher, Christian Sonstige oth Deutsche Bundesbank Discussion paper Series 1, economic studies ; 2009,7 (DE-604)BV017594637 2009,7 http://hdl.handle.net/10419/27661 Verlag kostenfrei Volltext HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017349332&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | MIDAS versus mixed-frequency VAR nowcasting GDP in the euro area Prognose (DE-588)4047390-9 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Bruttoinlandsprodukt (DE-588)4146775-9 gnd |
| subject_GND | (DE-588)4047390-9 (DE-588)4288533-4 (DE-588)4146775-9 (DE-588)4015701-5 |
| title | MIDAS versus mixed-frequency VAR nowcasting GDP in the euro area |
| title_auth | MIDAS versus mixed-frequency VAR nowcasting GDP in the euro area |
| title_exact_search | MIDAS versus mixed-frequency VAR nowcasting GDP in the euro area |
| title_full | MIDAS versus mixed-frequency VAR nowcasting GDP in the euro area Vladimir Kuzin ; Massimiliano Marcellino ; Christian Schumacher |
| title_fullStr | MIDAS versus mixed-frequency VAR nowcasting GDP in the euro area Vladimir Kuzin ; Massimiliano Marcellino ; Christian Schumacher |
| title_full_unstemmed | MIDAS versus mixed-frequency VAR nowcasting GDP in the euro area Vladimir Kuzin ; Massimiliano Marcellino ; Christian Schumacher |
| title_short | MIDAS versus mixed-frequency VAR |
| title_sort | midas versus mixed frequency var nowcasting gdp in the euro area |
| title_sub | nowcasting GDP in the euro area |
| topic | Prognose (DE-588)4047390-9 gnd Vektor-autoregressives Modell (DE-588)4288533-4 gnd Bruttoinlandsprodukt (DE-588)4146775-9 gnd |
| topic_facet | Prognose Vektor-autoregressives Modell Bruttoinlandsprodukt Europa |
| url | http://hdl.handle.net/10419/27661 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017349332&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV017594637 |
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