Zastosowanie danych o różnej częstotliwości w prognozowaniu makroekonomicznym na podstawie modeli dynamicznych

Lech Kujawski

Abstract

n/a
Author Lech Kujawski (FM / DE)
Lech Kujawski,,
- Department of Econometrics
Journal seriesZarządzanie i Finanse, ISSN 2084-5189, (B 10 pkt)
Issue year2015
Vol13
No4, cz. 2
Pages209-228
Publication size in sheets0.95
Keywords in Polishprognoza, zmienne zróżnicowanej częstotliwości, MIDAS, DFM
Keywords in Englishmixed frequency data, real-time forecasting, MIDAS, AR-MIDAS, DFM
URL http://zif.wzr.pl/pim/2015_4_2_13.pdf
Languagepl polski
LicenseJournal (articles only); published final; Other open licence; with publication
Score (nominal)10
ScoreMinisterial score = 10.0, 18-12-2017, ArticleFromJournal
Ministerial score (2013-2016) = 10.0, 18-12-2017, ArticleFromJournal
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