Forecasting Low Frequency Macroeconomic Events with High Frequency Data
44 Pages Posted: 15 Sep 2020
Date Written: September, 2020
Abstract
No abstract available.
Keywords: mixed frequency models, recession, financial indicators, weekly activity index, event probability forecasting
JEL Classification: C25, C53, E32
Suggested Citation: Suggested Citation
Galvão, Ana and Owyang, Michael T., Forecasting Low Frequency Macroeconomic Events with High Frequency Data (September, 2020). FRB St. Louis Working Paper No. 2020-28, Available at SSRN: https://ssrn.com/abstract=3690568 or http://dx.doi.org/10.20955/wp.2020.028
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