Browsing by Author "Ferreira, Julia Ladeira"
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Transmuting unequally spaced data: a MIDAS regression touch to forecast real GDP growth in Brazil
Ferreira, Julia Ladeira
2020-12-16Unequally spaced data poses a dilemma on how to aggregate high-frequency variables to model a low-frequency variable. To tackle this quandary, this work proposes to apply MI(xed) DA(ta) S(ampling) (MIDAS), which allows the ...