Forecasting Swedish Output Growth: : An Empirical Comparison of MIDAS Regressions and theRAMSES Model
This thesis compares MIDAS regressions, introduced in Ghysels, Santa-Clara and Valkanov (2002), to the RAMSES model, used by the Riksbank,in forecasting Swedish quarterly output growth (GDP). Using Swedish GPDdata from 1993Q1 and onwards, we compare forecasts for the period 2010Q1to 2011Q4, and we s...
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| Format: | Others |
| Language: | English |
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Uppsala universitet, Statistiska institutionen
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-195873 |