Working Paper Revision
Forecasting Low Frequency Macroeconomic Events with High Frequency Data
Keywords: mixed frequency models; recession; financial indicators; weekly activity index; event probability forecasting;
JEL Classification: C25; C53; E32;
https://doi.org/10.20955/wp.2020.028
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Provider: Federal Reserve Bank of St. Louis
Part of Series: Working Papers
Publication Date: 2022-04
Number: 2020-028
Related Works
- Working Paper Revision: Forecasting Low Frequency Macroeconomic Events with High Frequency Data
- Working Paper Revision: Forecasting Low Frequency Macroeconomic Events with High Frequency Data