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Forecasting with Mixed-Frequency Data

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References

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2002

Range‐Based Estimation of Stochastic Volatility Models

1,215 cited

2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited

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2017Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach32 cited
2015Combining Time Variation and Mixed Frequencies: an Analysis of Government Spending Multipliers in Italy27 cited