Browsing FGV EESP - Escola de Economia de São Paulo by Subject "Macroeconomia"
Now showing items 81-81 of 81
-
Transmuting unequally spaced data: a MIDAS regression touch to forecast real GDP growth in Brazil
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 ...


