The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting

DOI10.1515/snde-2017-0047OpenAlexW2802478853WikidataQ129898329 ScholiaQ129898329MaRDI QIDQ2691770

Talan B. Işcan, Andrea Giusto

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2017-0047

zbMATH Keywords

mixed-frequency datareal-time forecastingforecasts confidence intervalsrescaled VAR model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cites Work

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