JSTOR Daily

Real-Time Forecasting with a Mixed-Frequency VAR

This paper develops a vector autoregression (VAR) for macroeconomic time series which are observed at mixed frequencies – quarterly and monthly. The mixed-frequency VAR is cast in state-space form and ...
JSTOR Daily

Functional Autoregression for Sparsely Sampled Data

We develop a hierarchical Gaussian process model for forecasting and inference of functional time series data. Unlike existing methods, our approach is especially suited for sparsely or irregularly ...
International Monetary Fund

Nowcasting and Near-Term Forecasting Cambodia’s Economy

Assessing the current state of the economy and forecast the economic outlook in the next few quarters are important inputs for policymakers. This paper presents a suite of models with an integrated ...
Investopedia

Box-Jenkins Model Explained: Uses, Methodology, and Forecasting

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Gordon Scott has been an active investor and technical analyst or 20+ years. He ...
International Monetary Fund

Three Attempts at Inflation Forecasting in Pakistan

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...