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Macroeconomic forecasting with mixed frequency data: Forecasting US output growth
16 references·3 citing·45 second hop
Macroeconomic forecasting with mixed frequency data: Forecasting US output growth (2007)Macroeconomic forecasting with mixed freq…Understanding and Comparing Factor-Based Forecasts ∗ (2014)Understanding and Comparing F…Handbook of Economic Forecasting (2013)Handbook of Economic Forecast…MIDAS Regressions: Further Results and New Directions (2007)MIDAS Regressions: Further Re…The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time (2005)The Reliability of Inflation …Predicting volatility: getting the most out of return data sampled at different frequencies (2005)Predicting volatility: gettin…Evaluating Direct Multistep Forecasts (2005)Evaluating Direct Multistep F…The MIDAS Touch: Mixed Data Sampling Regression Models (2004)The MIDAS Touch: Mixed Data S…Exchange rate forecasting: the errors we’ve really made (2003)Exchange rate forecasting: th…A real-time data set for macroeconomists (2001)A real-time data set for macr…Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions? 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References

  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 2013Handbook of Economic Forecasting1,216 cited
  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 2007MIDAS Regressions: Further Results and New Directions1,003 cited
  • 2005Predicting volatility: getting the most out of return data sampled at different frequencies813 cited
  • 2001A real-time data set for macroeconomists787 cited
  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited
  • 2004The MIDAS Touch: Mixed Data Sampling Regression Models563 cited
  • 1999Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions?429 cited
  • 1991Forecasting Output with the Composite Leading Index: A Real-Time Analysis330 cited
  • 1998Forecasting the U.S. Unemployment Rate294 cited
  • 1998Regression-Based Tests of Predictive Ability286 cited
  • 2005The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time266 cited
  • 2003Exchange rate forecasting: the errors we’ve really made244 cited
  • 2005Evaluating Direct Multistep Forecasts

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243 cited
  • 2014Understanding and Comparing Factor-Based Forecasts ∗242 cited
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    • 2013Mixed-Frequency Vector Autoregressive Models48 cited
    • 2021A comparison of monthly global indicators for forecasting growth48 cited
    • 2009Granger Causality Tests with Mixed Data Frequencies16 cited