Midas Versus Mixed Frequency Var PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Midas Versus Mixed Frequency Var PDF full book. Access full book title Midas Versus Mixed Frequency Var.

Midas Versus Mixed-Frequency VAR

Midas Versus Mixed-Frequency VAR
Author: Vladimir Kuzin
Publisher:
Total Pages: 36
Release: 2016
Genre:
ISBN:

Download Midas Versus Mixed-Frequency VAR Book in PDF, ePub and Kindle

This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model speci...cation in the presence of mixed-frequency data, e.g., monthly and quarterly series. MIDAS leads to parsimonious models based on exponential lag polynomials for the coe¢ cients, whereas MF-VAR does not restrict the dynamics and therefore can su¤er from the curse of dimensionality. But if the restrictions imposed by MIDAS are too stringent, the MF-VAR can perform better. Hence, it is di¢ cult to rank MIDAS and MF-VAR a priori, and their relative ranking is better evaluated empirically. In this paper, we compare their performance in a relevant case for policy making, i.e., nowcasting and forecasting quarterly GDP growth in the euro area, on a monthly basis and using a set of 20 monthly indicators. It turns out that the two approaches are more complementary than substitutes, since MF-VAR tends to perform better for longer horizons, whereas MIDAS for shorter horizons.


MIDAS Versus Mixed-frequency VAR

MIDAS Versus Mixed-frequency VAR
Author: Vladimir Kuzin
Publisher:
Total Pages: 27
Release: 2009
Genre:
ISBN: 9783865585080

Download MIDAS Versus Mixed-frequency VAR Book in PDF, ePub and Kindle


U-MIDAS

U-MIDAS
Author: Claudia Foroni
Publisher:
Total Pages: 0
Release: 2011
Genre:
ISBN: 9783865587817

Download U-MIDAS Book in PDF, ePub and Kindle


Nature of Computation and Communication

Nature of Computation and Communication
Author: Phan Cong Vinh
Publisher: Springer
Total Pages: 225
Release: 2022-01-04
Genre: Computers
ISBN: 9783030929411

Download Nature of Computation and Communication Book in PDF, ePub and Kindle

This book constitutes the refereed post-conference proceedings of the 7th International Conference on Nature of Computation and Communication, ICTCC 2021, held in October 2021. Due to COVID-19 pandemic the conference was held virtually. The 17 revised full papers presented were carefully selected from 43 submissions. The papers of ICTCC 2021 cover formal methods for self-adaptive systems and discuss natural approaches and techniques for natural computing systems and their applications.


Proceedings of the 3rd International Conference on Internet Finance and Digital Economy (ICIFDE 2023)

Proceedings of the 3rd International Conference on Internet Finance and Digital Economy (ICIFDE 2023)
Author: Yusheng Jiao
Publisher: Springer Nature
Total Pages: 535
Release: 2023-11-26
Genre: Business & Economics
ISBN: 9464632704

Download Proceedings of the 3rd International Conference on Internet Finance and Digital Economy (ICIFDE 2023) Book in PDF, ePub and Kindle

This is an open access book.With the advent of economic globalization and the information technology revolution, especially the dawn of the era of network economy marked by the Internet, human society is embarking on a transition from an industrial society to an information society, and from industrial civilization to information civilization. In recent years, domestic Internet business has become more and more prosperous. In order to adapt to the development of the new media era, many traditional industries have extended their business to the Internet field. Among them, the most prominent is the financial business. Thanks to the operation of Internet business, the efficiency of financial services has been rapidly improved. However, the rapid development of the Internet has also brought certain practical problems that must be faced. This conference has therefore been convened in the hope of engaging in an in-depth exchange with scholars in the following aspects: Acquaint yourself with the development status of Internet finance and the digital economy in various countries and deepen the elaboration of the concept of financial Internet; Summarize the characteristics of Internet finance in the world and propose solutions to the problems faced by Internet finance; Understand academic development trends, broaden research ideas, strengthen academic research and discussion, and promote the industrialization cooperation of academic achievements; Promote the institutionalization and standardization of management science through modern research. The previous conference of ICIFDE took place in Guangzhou, China (Online). ICIFDE 2023 will come back this year on August 04–06 and it will provide a valuable and face-to-face opportunity for researchers, scholars and some scientists to exchange their ideas. Distinguished by its strong organizational team, dependable reputation and prestigious sponsors across the globe, ICIFDE 2023 is an annual conference on Internet Finance and the Digital Economy for all researchers, both domestic and international. ICIFDE started in 2021, and all papers accepted in the last session of ICIFDE have been successfully published. The 3rd International Conference on Internet Finance and Digital Economy (ICIFDE 2023) will be held in Chengdu, China on August 04–06, 2023. We warmly invite you to participate in ICIFDE 2023 and look forward to seeing you in Chengdu, China.


Empirical Macroeconomics and Statistical Uncertainty

Empirical Macroeconomics and Statistical Uncertainty
Author: Mateusz Pipień
Publisher: Routledge
Total Pages: 82
Release: 2020-08-06
Genre: Business & Economics
ISBN: 1000170969

Download Empirical Macroeconomics and Statistical Uncertainty Book in PDF, ePub and Kindle

This book addresses one of the most important research activities in empirical macroeconomics. It provides a course of advanced but intuitive methods and tools enabling the spatial and temporal disaggregation of basic macroeconomic variables and the assessment of the statistical uncertainty of the outcomes of disaggregation. The empirical analysis focuses mainly on GDP and its growth in the context of Poland. However, all of the methods discussed can be easily applied to other countries. The approach used in the book views spatial and temporal disaggregation as a special case of the estimation of missing observations (a topic on missing data analysis). The book presents an econometric course of models of Seemingly Unrelated Regression Equations (SURE). The main advantage of using the SURE specification is to tackle the presented research problem so that it allows for the heterogeneity of the parameters describing relations between macroeconomic indicators. The book contains model specification, as well as descriptions of stochastic assumptions and resulting procedures of estimation and testing. The method also addresses uncertainty in the estimates produced. All of the necessary tests and assumptions are presented in detail. The results are designed to serve as a source of invaluable information making regional analyses more convenient and – more importantly – comparable. It will create a solid basis for making conclusions and recommendations concerning regional economic policy in Poland, particularly regarding the assessment of the economic situation. This is essential reading for academics, researchers, and economists with regional analysis as their field of expertise, as well as central bankers and policymakers.


Econometric Modelling and Forecasting of Tourism Demand

Econometric Modelling and Forecasting of Tourism Demand
Author: Doris Chenguang Wu
Publisher: Taylor & Francis
Total Pages: 327
Release: 2022-10-27
Genre: Business & Economics
ISBN: 1000773442

Download Econometric Modelling and Forecasting of Tourism Demand Book in PDF, ePub and Kindle

This insightful and timely volume provides a succinct, expert-led introduction to the latest developments in advanced econometric methodologies in the context of tourism demand modelling and forecasting. Written by a plethora of worldwide experts on this topic, this book offers a comprehensive approach to tourism econometrics. Accurate demand forecasts are crucial to decision-making in the tourism industry and this book provides real-life tourism applications and the corresponding R code alongside theoretical foundations, in order to enhance understanding and practice amongst its readers. The methodologies introduced include general to specific modelling, cointegration, vector autoregression, time-varying parameter modelling, spatiotemporal econometric models, mixed-frequency forecasting, hybrid forecasting models, forecasting combination techniques, density forecasting, judgemental forecasting, scenario forecasting under crisis, and web-based tourism forecasting. Embellished with insightful figures and tables throughout, this book is an invaluable resource for those using advanced econometric methodologies in their studies and research, including both undergraduate and postgraduate students, researchers, and practitioners.


Applied Economic Forecasting Using Time Series Methods

Applied Economic Forecasting Using Time Series Methods
Author: Eric Ghysels
Publisher: Oxford University Press
Total Pages: 617
Release: 2018
Genre: Business & Economics
ISBN: 0190622016

Download Applied Economic Forecasting Using Time Series Methods Book in PDF, ePub and Kindle

Economic forecasting is a key ingredient of decision making in the public and private sectors. This book provides the necessary tools to solve real-world forecasting problems using time-series methods. It targets undergraduate and graduate students as well as researchers in public and private institutions interested in applied economic forecasting.