Essays about: "Alessio Belloni"

Found 1 essay containing the words Alessio Belloni.

  1. 1. COMPARING THE FORECASTING PERFORMANCE OF VAR, BVAR AND U-MIDAS

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Alessio Belloni; [2017]
    Keywords : ;

    Abstract : ThispaperaimstocomparetheforecastingperformanceofthewidelyusedVARandBayesian VAR model to the unrestricted MIDAS regression. The models are tested on a real-time macroeconomic data set ranging from 2000 to 2015. READ MORE