TY  - JOUR
AU  - Bonino-Gayoso, Nicolás
AU  - García Hiernaux, Alfredo Alejandro
PY  - 2020
UR  - https://hdl.handle.net/20.500.14352/6355
AB  - This paper tackles the mixed-frequency modeling problem from a new perspective. Instead of drawing upon the common distributed lag polynomial model, we use a transfer function representation to develop a new type of models, named TF-MIDAS. We derive...
LA  - eng
M2  - 1
KW  - Mixed-frequency models
KW  - U-MIDAS
KW  - Nowcasting
KW  - Forecasting
KW  - TF-MIDAS
TI  - TF-MIDAS: a transfer function based mixed-frequency model
TY  - journal article
ER  -