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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