Macro-Driven VAR Forecasts: From Very High to Very Low-Frequency Data

Author: A J Patton, A J Patton, B S Paye, C Amado, C Amado, C Christiansen, C Conrad, C Francq, C T Brownlees, E Ghysels, E Ghysels, F Corsi, G Amisano, G Perez-Quiros, G W Schwert, H Asgharian, H Vander Elst, Harry Vander Elst, I Komunjer, J A Mincer, J D Hamilton, J Fleming, J M Maheu, L Zhang, M Mcaleer, M P Clements, N Shephard, O E Barndorff-Nielsen, O E Barndorff-Nielsen, P Christoffersen, P F Christoffersen, P Giot, P R Hansen, P R Hansen, P R Hansen, P R Hansen, P R Hansen, R Engle, R F Engle, R F Engle, R F Engle, R F Engle, R R Officer, T Bollerslev, T Bollerslev, T G Andersen, T G Andersen, T G Andersen, V Corradi, Yves Dominicy
Publisher: Elsevier BV

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