Concepedia

Mixed-frequency Models

Mixed-Frequency Models is a class of econometric frameworks that integrate data sampled at different frequencies within a single time series model to improve estimation and forecasting accuracy.

176

Publications

9.3K

Citations

304

Authors

221

Institutions

Publications per year

2017–2026

76

Variants

Midas Models

Parents

Publications

176

Real-Time Measurement of Business Conditions

S. Borağan Aruoba, Francis X. Diebold, Chiara Scotti · Journal of Business and Economic Statistics · 2009 · 916 citations

, , +17

Macroeconomic Forecasting With Mixed-Frequency Data

Michael P. Clements, Ana Beatriz Galvão · Journal of Business and Economic Statistics · 2008 · 395 citations

, , +15

MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area

Massimiliano Marcellino, Christian Schumacher · International Journal of Forecasting · 2010 · 322 citations

, , +8

New developments in tourism and hotel demand modeling and forecasting

Doris Chenguang Wu, Haiyan Song, Shujie Shen · International Journal of Contemporary Hospitality Management · 2017 · 306 citations · Full text

, , +15

Macroeconomics and the reality of mixed frequency data

Éric Ghysels · Journal of Econometrics · 2016 · 268 citations

, , +12

1–5 of 176

Authors

304

  1. MM
    Massimiliano Marcellino

    Bocconi University, Italy

    18 publications · 1.4K citations

    16

    h-index

  2. CF
    Claudia Foroni

    Bocconi University, Italy

    8 publications · 352 citations

    9

    h-index

  3. ÉG
    Éric Ghysels

    University of North Carolina at Chapel Hill, United States

    7 publications · 472 citations

    7

    h-index

  4. PZ
    Peter Zadrozny

    Bureau of Labor Statistics, United States

    6 publications · 146 citations

    6

    h-index

  5. LM
    Libero Monteforte

    Bank of Italy, Italy

    6 publications · 519 citations

    6

    h-index

1–5 of 304

Institutions

221

  1. Bocconi University

    Milan, Italy

    14 h-index

    15 publications

    1.1K citations

  2. Centre for Economic Policy Research

    London, United Kingdom

    14 h-index

    14 publications

    876 citations

  3. European Central Bank

    Frankfurt am Main, Germany

    9 h-index

    9 publications

    357 citations

  4. Bank of Italy

    Rome, Italy

    8 h-index

    12 publications

    1.3K citations

  5. University of North Carolina at Chapel Hill

    Chapel Hill, United States

    7 h-index

    9 publications

    568 citations

  6. European University Institute

    Florence, Italy

    6 h-index

    6 publications

    729 citations

  7. University of Warwick

    Coventry, United Kingdom

    6 h-index

    6 publications

    535 citations

  8. University of Pennsylvania

    Philadelphia, United States

    5 h-index

    6 publications

    1.4K citations

1–8 of 221

Venues

  1. SSRN Electronic Journal

    Repository · 29 publications · 1.2K citations

    20

    h-index

  2. International Journal of Forecasting

    16 publications · 1.1K citations

    16

    h-index

  3. Journal of Forecasting

    10 publications · 518 citations

    10

    h-index

  4. Journal of Econometrics

    9 publications · 570 citations

    9

    h-index

  5. Journal of Applied Econometrics

    8 publications · 193 citations

    8

    h-index

1–5