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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...
Autores principales: | Foroni, Claudia, Marcellino, Massimiliano, Stevanovic, Dalibor |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
International Institute of Forecasters. Published by Elsevier B.V.
2022
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Materias: | |
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 |
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