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4 research outputs found
Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets
Author
A Onatski
A Onatski
+37 more
AC Harvey
B.D.O. Anderson
BS Bernanke
BS Bernanke
C Doz
C.-J. Kim
D Giannone
E Angelini
E Ghysels
E Ghysels
F Altissimo
G Connor
G Connor
G Connor
J Bai
J Bai
J Bai
J Bai
J Bai
J Bai
J Bai
J Breitung
JH Stock
JH Stock
JH Stock
M Camacho
M Forni
M Forni
M Forni
M Forni
M Hallin
NA Armah
NA Armah
RS Mariano
RS Mariano
SB Aruoba
SB Aruoba
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
Full text link
Crossref
Chinese Divisia Monetary Index and GDP Nowcasting
Author
A Baffigi
Biyan Tang
+31 more
BS Aruoba
D Giannone
D Giannone
E Angelini
H Theil
I Fisher
J Bai
J Geweke
JF Geweke
JH Stcok
K Arnostova
K Istiak
L Tornqvist
M Forni
MT Belongia
P Gogas
Q Yu
RF Engle
RG Anderson
RG Anderson
S Rahman
TD Matheson
TJ Sargent
WA Barnett
WA Barnett
WA Barnett
WA Barnett
WA Barnett
WA Barnett
WA Barnett
William A. Barnett
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
Full text link
Crossref
Term Structure Modeling and Forecasting Using the Nelson-Siegel Model
Author
BS Aruoba
CNV Krishnan
+12 more
CR Nelson
D Duffie
D Heath
E Fama
FX Diebold
FX Diebold
FX Diebold
J Hull
JC Cox
JHE Christensen
JHE Christensen
O Vasicek
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
A survey of dynamic Nelson-Siegel models, diffusion indexes, and big data methods for predicting interest rates
Author
Altavilla C Giacomini R, Ragusa G
Ang A Piazzesi M
+27 more
Bai J Ng S
Bai J Ng S
Bernanke BS Boivin J
Carrasco M Rossi B
Cheng X Hansen BE
Christensen JHE Diebold FX, Rudebusch GD
Coroneo L Giannone D, Modugno M
Corradi V Swanson NR
Diebold FX Li C
Diebold FX Rudebusch GD
Diebold FX Rudebusch GD, Aruoba SB
Duffee GR
Efron B Hastie T, Johnstone L, et al.
Exterkate P van Dijk D, Heij C
Gürkaynak RS Wright JH
Hamilton JD Perez-Quiros G
Hirano K Wright JH
Kim HH Swanson NR
McCracken MW
McCracken MW Ng S
Mönch E
Nelson C Siegel A
Rossi B Inoue A
Rossi B Sekhposyan S
Rudebusch GD Wu T
Schumacher C
Tong L Liu RW, Soon V, et al.
Publication venue
'American Institute of Mathematical Sciences (AIMS)'
Publication date
01/01/2019
Field of study
No full text
Crossref