Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis

We consider simple methods to improve the growth nowcasts and forecasts obtained by mixed-frequency MIDAS and UMIDAS models with a variety of indicators during the Covid-19 crisis and recovery period, such as combining forecasts across various specifications for the same model and/or across differen...

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Detalles Bibliográficos
Autores principales: Foroni, Claudia, Marcellino, Massimiliano, Stevanovic, Dalibor
Formato: Online Artículo Texto
Lenguaje:English
Publicado: International Institute of Forecasters. Published by Elsevier B.V. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8846941/
https://www.ncbi.nlm.nih.gov/pubmed/35185230
http://dx.doi.org/10.1016/j.ijforecast.2020.12.005

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8846941/
https://www.ncbi.nlm.nih.gov/pubmed/35185230
http://dx.doi.org/10.1016/j.ijforecast.2020.12.005

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