Forecasting data revisions of GDP: a mixed frequency approach

DOI10.1007/s10182-008-0071-4zbMath1477.62372OpenAlexW2070155455MaRDI QIDQ2006854

Jens Hogrefe

Publication date: 12 October 2020

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-008-0071-4

zbMATH Keywords

GDPfactor modelmixed frequencydata revisionsreal-time data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• MIDAS Regressions: Further Results and New Directions
• Predicting volatility: getting the most out of return data sampled at different frequencies
• Temporal disaggregation by state space methods: Dynamic regression methods revisited

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