Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting

Gary Koop, Stuart McIntyre^*, James Mitchell, Aubrey Poon, Ping Wu

^*Corresponding author for this work

Economics

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

51 Downloads (Pure)

2 Citations
1 Working paper

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2023
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting
Koop, G., McIntyre, S., Mitchell, J., Poon, A. & Wu, P., 5 Aug 2023, Cleveland, 38 p. (Federal Reserve Bank of Cleveland Working Paper Series; no. 23-09).
Research output: Working paper