Forecasting Low Frequency Macroeconomic Events with High Frequency Data

Ana Galvão and Michael Owyang

No 2020-028, Working Papers from Federal Reserve Bank of St. Louis

Keywords: mixed frequency models; recession; financial indicators; weekly activity index; event probability forecasting (search for similar items in EconPapers)
JEL-codes: C25 C53 E32 (search for similar items in EconPapers)
Pages: 42 pages
Date: 2020-09, Revised 2022-04
New Economics Papers: this item is included in nep-ecm, nep-ets, nep-for, nep-mac and nep-rmg
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Journal Article: Forecasting low‐frequency macroeconomic events with high‐frequency data (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedlwp:88704

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DOI: 10.20955/wp.2020.028

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