Stefan Neuwirth

ETH Zurich - KOF Swiss Economic Institute

Zurich

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

162

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.
Downloads 145 (200,998)
Citation 1

Real-Time Forecasting with a MIDAS VAR

KOF Working Paper No. 377
Number of pages: 33 Posted: 02 Apr 2015 Last Revised: 29 Apr 2015
Heiner Mikosch and Stefan Neuwirth
KOF Swiss Economic Institute and ETH Zurich - KOF Swiss Economic Institute
Downloads 96 (274,243)
Citation 1

Abstract:

Loading...

Forecasting, mixed frequency data, MIDAS, VAR, real time

Real-Time Forecasting with a MIDAS VAR

BOFIT Discussion Paper No. 13/2015
Number of pages: 34 Posted: 15 Apr 2015
Heiner Mikosch and Stefan Neuwirth
KOF Swiss Economic Institute and ETH Zurich - KOF Swiss Economic Institute
Downloads 49 (398,631)
Citation 2

Abstract:

Loading...

Forecasting, mixed frequency data, MIDAS, VAR, real time

2.

Taming Volatile High Frequency Data with Long Lag Structure: An Optimal Filtering Approach for Forecasting

KOF Working Paper No. 407
Number of pages: 28 Posted: 20 Jun 2016
Dirk Drechsel and Stefan Neuwirth
ETH Zurich - KOF Swiss Economic Institute and ETH Zurich - KOF Swiss Economic Institute
Downloads 17 (539,945)

Abstract:

Loading...

forecasting, construction, mixed data frequencies, Switzerland, Forecasting, Bayesian