Title:

Monthly Forecasting of GDP with Mixed-Frequency Multivariate Singular Spectrum Analysis

Authors:

Hossein Hassani (U of Tehran)
António Rua (Bank of Portugal, U Nova)
Emmanuel Sirimal Silva (U of the Arts London)
Dimitrios Thomakos (U of Peloponnese)

Journal:

International Journal Of Forecasting

Year:

2019

Volume:

35

Number:

4

Pages:

1263-1272

JEL code:

E21 - Macroeconomics: Consumption; Saving; Aggregate Physical and Financial Consumer Wealth

DOI:

10.1016/j.ijforecast.2019.03.021