Essays about: "Katrin Ekström"

Found 1 essay containing the words Katrin Ekström.

  1. 1. Importance of daily data in long horizon inflation forecasting - a MIDAS approach

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Katrin Ekström; Sofia Lundgren; [2018-02-19]
    Keywords : MIDAS; inflation; forecasting;

    Abstract : We examine the accuracy of forecast models for the monthly Euro area inflation, focusing on the MIDAS approach. We compare two mixed frequency models with four low frequency models, using fourteen mixed frequency variables sampled at daily or monthly frequency. READ MORE