Forecasting GDP using mixed frequency models
Abstract (Frequency mismatch has been a problem in econometrics for quite some time. Many monthly economic and financial indicators are normally aggregated to match quarterly macroeconomic series such as GDP when analyzed in a statistical model. However, temporal aggregation, although widely accepte...
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| Format: | Thesis |
| Language: | English |
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Quezon City
School of Statistics, University of the Philippines Diliman
2014.
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