Open AccessShort-Term GDP Forecasting with a Mixed Frequency Dynamic Factor Model with Stochastic Volatility
Author(s) -
Massimiliano Marcellino,
Mario Porqueddu,
Fabrizio Venditti
Publication year - 2013
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2221327
Subject(s) - econometrics , term (time) , dynamic factor , economics , stochastic volatility , volatility (finance) , physics , quantum mechanics
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