Forecasting Low Frequency Macroeconomic Events with High Frequency Data

Working Paper Revision

Keywords: mixed frequency models; recession; financial indicators; weekly activity index; event probability forecasting;

JEL Classification: C25; C53; E32;

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File(s): File format is application/pdf https://s3.amazonaws.com/real.stlouisfed.org/wp/2020/2020-028.pdf
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Provider: Federal Reserve Bank of St. Louis

Part of Series: Working Papers

Publication Date: 2022-04

Number: 2020-028

Working Paper Revision (2022-04) : You are here.
Working Paper Revision (2021-10-12) : Forecasting Low Frequency Macroeconomic Events with High Frequency Data
Working Paper Original (2020-09) : Forecasting Low Frequency Macroeconomic Events with High Frequency Data