Forecasting with Mixed Frequencies
收藏ICPSR2013-01-01 更新2026-04-16 收录
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http://www.icpsr.umich.edu/icpsrweb/ICPSR/studies/34712
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资源简介：
A dilemma faced by forecasters is that data are not all sampled at the same frequency. Most macroeconomic data are sampled monthly (e.g., employment) or quarterly (e.g., GDP). Most financial variables (e.g., interest rates and asset prices), on the other hand, are sampled daily or even more frequently. The challenge is how to best use available data. To that end, the authors survey some common methods for dealing with mixed-frequency data.
提供机构：
Federal Reserve Bank of St. Louis
创建时间：
2013-01-01
