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...
Saved in:
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/6653943832/57108 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Chiang Mai University |
Similar Items
-
Forecasting GDP growth in Thailand with different leading indicators using MIDAS regression models
by: Natthaphat Kingnetr, et al.
Published: (2018) -
Forecasting GDP growth in Thailand with different leading indicators using MIDAS regression models
by: Kingnetr N., et al.
Published: (2017) -
Does forecasting benefit from mixed-frequency data sampling model: The evidence from forecasting gdp growth using financial factor in Thailand
by: Natthaphat Kingnetr, et al.
Published: (2018) -
Does forecasting benefit from mixed-frequency data sampling model: The evidence from forecasting gdp growth using financial factor in Thailand
by: Natthaphat Kingnetr, et al.
Published: (2018) -
An empirical confirmation of the superior performance of MIDAS over ARIMAX
by: Tanaporn Tungtrakul, et al.
Published: (2018)