Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis

A Rua, H Hassani, ES Silva, D Thomakos - 2019 - ideas.repec.org
The literature on mixed-frequency models is relatively recent and has found applications
across economics and finance. The standard application in economics considers the use of …
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Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis

A Rua, H Hassani, ES Silva, D Thomakos - 2019 - econpapers.repec.org
The literature on mixed-frequency models is relatively recent and has found applications
across economics and finance. The standard application in economics considers the use of …