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Mixed-frequency approaches to nowcasting GDP: An application to Japan

Year
2021
Secondary
https://storage.googleapis.com/public-quant/integrate/papers/Mixed-frequency%20approaches%20to%20nowcasting%20GDP_%20An%20application%20to%20Japan.pdf
Download
https://mega.co.nz/#!OWxzlS6D!kebRJNYyymia9wMrItC_2DUyNBmRG0PjVHW301bepnw
Abstract
Empirical Economics - This paper backtests a nowcast of Japan’s real GDP growth. It has three contributions: (i) use of genuine real-time data, (ii) implementation of a new method for the...
Author
Kyosuke Chikamatsu and Naohisa Hirakata and Yosuke Kido and Kazuki Otaka
View
https://sci-hub.st/10.1016/j.japwor.2021.101056
Journal
https://www.sciencedirect.com/science/article/pii/S0922142521000049
Published
2022/09/20
Retrieved
2022/09/21 03:38
DOI
10.1016/j.japwor.2021.101056
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