SSRN Electronic Journal · 2020 · 11 citations · 0 references
Social SciencesEconomicsEconometricsForecastingMacroeconomicsBusiness CyclesEconomic ForecastingForecast Error AnalysisTime Series EconometricsTime Series ForecastingTime Series ModelingEuro Area EconomicsEuro Area MacroeconomicsGross Domestic Product ForecastingHigh-dimensional Covariance EstimationHigh-frequency Economic ForecastingHigh-frequency ForecastingMixed-frequency ModelsNowcasting