FORECASTING WITH MIXED FREQUENCY DATA:MIDAS VERSUS STATE SPACE DYNAMIC FACTOR MODEL : AN APPLICATION TO FORECASTING SWEDISH GDP GROWTH
Most macroeconomic activity series such as Swedish GDP growth are collected quarterly while an important proportion of time series are recorded at a higher frequency. Thus, policy and business decision makers are often confront with the problems of forecasting and assessing current business and econ...
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| Format: | Others |
| Language: | English |
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Örebro universitet, Handelshögskolan vid Örebro Universitet
2013
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-29475 |