Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic
收藏NBER2021-12-01 更新2025-01-04 收录
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https://www.nber.org/papers/w29535
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We resuscitated the mixed-frequency vector autoregression (MF-VAR) developed in Schorfheide and Song (2015, JBES) to generate macroeconomic forecasts for the U.S. during the COVID-19 pandemic in real time. The model combines eleven time series observed at two frequencies: quarterly and monthly. We
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美国国家经济研究局创建时间：
2021-12-01
