Forecast pooling or information pooling during crises? MIDAS forecasting of GDP in a small open economy
This study compares two distinct approaches, pooling forecasts from single indicator MIDAS models versus pooling information from indicators into factor MIDAS models, for short-term Singapore GDP growth forecasting with a large ragged-edge mixed frequency dataset. We investigate their relative predi...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2021
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_working_paper/6 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1005&context=soe_working_paper |
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| Institution: | Singapore Management University |
| Language: | English |