Nowcasting and short-term forecasting of G-20 countries GDP with endogenous regime-switching Midas models
Bibliographic Data
| ID | 21541561 |
|---|---|
| Authors | Ivan Stankevich (0000-0001-7391-4055, National Research University Higher School of Economics, corresponding author) |
| Year | 2025 |
| Volume | 69 |
| Issue | 3 |
| Pages | 1383-1410 |
| Publication date | 2025-09-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-025-02771-8 |
| OpenAlex | W4410718507 |
| Language | EN |
| References cited | 53 |
Econometrics · Economics · Geography · Meteorology · Nowcasting · Physics · Complex Systems and Time Series Analysis · Market Dynamics and Volatility · Monetary Policy and Economic Impact
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
Forecasting private consumption
Random Forests
Contagious switching
Nowcasting Japan’s GDP
Comparing Predictive Accuracy
Real-Time Forecasting With a Mixed-Frequency VAR
Markov-Switching Midas Models
Business Cycle Phases in U.S. States
The Propagation of Regional Recessions
| Highly cited | No |
|---|