Constructing high frequency economic indicators by imputation
S Ng, S Scanlan - The Econometrics Journal, 2024 - academic.oup.com
Monthly and weekly economic indicators are often taken to be the largest common factor
estimated from high and low frequency data, either separately or jointly. To incorporate …
estimated from high and low frequency data, either separately or jointly. To incorporate …
[HTML][HTML] Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP
Timely characterizations of risks in economic and financial systems play an essential role in
both economic policy and private sector decisions. However, the informational content of low …
both economic policy and private sector decisions. However, the informational content of low …
[HTML][HTML] Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model
Firms suspended dividend payments in unprecedented numbers in response to the
outbreak of the Covid-19 pandemic. We develop a multivariate dynamic econometric model …
outbreak of the Covid-19 pandemic. We develop a multivariate dynamic econometric model …
Schätzung der Wirtschaftsentwicklung in NRW im dritten Quartal 2022: Ein Mixed-Frequency-Ansatz
B Blagov, TC Schmidt - RWI Konjunkturberichte, 2022 - econstor.eu
Zeitnahe Informationen über die wirtschaftliche Entwicklung sind auch für die Landespolitik
von großer Bedeutung. Zusammenfassende Indikatoren für die wirtschaftliche Entwicklung …
von großer Bedeutung. Zusammenfassende Indikatoren für die wirtschaftliche Entwicklung …