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Macroeconomic Forecasting With Mixed-Frequency Data

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2013Should Macroeconomic Forecasters Use Daily Financial Data and How?331 cited

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2010

MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area

312 cited

2010Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP*298 cited

2013Unrestricted Mixed Data Sampling (MIDAS): MIDAS Regressions with Unrestricted Lag Polynomials275 cited

2015Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility243 cited

2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models236 cited

2012Real‐Time Forecasts of Inflation: The Role of Financial Variables222 cited

2018Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS198 cited

2010Real Time Forecasts of Inflation: The Role of Financial Variables190 cited

2013State Space Models and MIDAS Regressions163 cited

2022Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach159 cited

2015Do high-frequency financial data help forecast oil prices? The MIDAS touch at work132 cited

2010Forecasting with Mixed Frequencies130 cited

2013Nowcasting GDP in Real Time: A Density Combination Approach129 cited

2013A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates127 cited

2012POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES121 cited