Search Results

Showing results 1 to 1 of approximately 1.

(refine search)
SORT BY: PREVIOUS / NEXT
Keywords:Missing data 

Working Paper
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting

Interest in regional economic issues coupled with advances in administrative data is driving the creation of new regional economic data. Many of these data series could be useful for nowcasting regional economic activity, but they suffer from a short (albeit constantly expanding) time series which makes incorporating them into nowcasting models problematic. Regional nowcasting is already challenging because the release delay on regional data tends to be greater than that at the national level, and "short" data imply a "ragged edge" at both the beginning and the end of regional data sets, ...
Working Papers , Paper 23-09

FILTER BY Bank

FILTER BY Series

FILTER BY Content Type

FILTER BY Author

FILTER BY Jel Classification

C32 1 items

C53 1 items

E37 1 items

FILTER BY Keywords

Bayesian methods 1 items

Factors 1 items

Missing data 1 items

Mixed-frequency data 1 items

Nowcasting 1 items

Real-time data 1 items

show more (3)

PREVIOUS / NEXT