Forecast pooling or information pooling during crises? MIDAS forecasting of GDP in a small open economy

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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書目詳細資料
Main Authors:	CHOW-TAN, Hwee Kwan, HAN, Daniel
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2021
主題:	Forecast evaluation Factor MIDAS pooling GDP forecasts global financial crisis Covid-19 pandemic crisis Econometrics
在線閱讀:	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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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