Forecasting GDP growth in Thailand with different leading indicators using MIDAS regression models

© Springer International Publishing AG 2017. In this study, we compare the performance between three leading indicators, namely, export, unemployment rate, and SET index in forecasting QGDP growth in Thailand using the mixed-frequency data sampling (MIDAS) approach. The MIDAS approach allows us to u...

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Bibliographic Details
Main Authors: Natthaphat Kingnetr, Tanaporn Tungtraku, Songsak Sriboonchitta
Format: Book Series
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012888853&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/46687
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Institution: Chiang Mai University