Forecasting with Mixed Frequencies

The Resource Forecasting with Mixed Frequencies

Label

Forecasting with Mixed Frequencies

Summary

A dilemma faced by forecasters is that data are not all sampled at the same frequency. Most macroeconomic data are sampled monthly (e.g., employment) or quarterly (e.g., GDP). Most financial variables (e.g., interest rates and asset prices), on the other hand, are sampled daily or even more frequently. The challenge is how to best use available data. To that end, the authors survey some common methods for dealing with mixed-frequency data

Context

Context of Forecasting with Mixed Frequencies

Structured data from the Bibframe namespace is licensed under the Creative Commons Attribution 4.0 International License by Bowdoin College Library. Additional terms may apply to data associated with third party namespaces.

Forecasting with Mixed Frequencies

Resource Information

The work Forecasting with Mixed Frequencies represents a distinct intellectual or artistic creation found in Bowdoin College Library. This resource is a combination of several types including: Work, Language Material, Books.

Context

Work of

Forecasting with Mixed Frequencies Resource Information The work Forecasting with Mixed Frequencies represents a distinct intellectual or artistic creation found in Bowdoin College Library. This resource is a combination of several types including: Work, Language Material, Books.

Context

Work of

Forecasting with Mixed Frequencies

Resource Information

The work Forecasting with Mixed Frequencies represents a distinct intellectual or artistic creation found in Bowdoin College Library. This resource is a combination of several types including: Work, Language Material, Books.