Factor-MIDAS per forecasting sul PIL italiano
Michetti, Marzia (A.A. 2022/2023) Factor-MIDAS per forecasting sul PIL italiano. Tesi di Laurea in Econometria per la finanza, Luiss Guido Carli, relatore Federico Carlo Eugenio Carlini, pp. 72. [Master's Degree Thesis]
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Abstract/Index
MIFAVAR: mixed frequency factor VAR model. Mixed frequency data sampling. MIDAS-VAR: modelli VAR a frequenza mista. Factor model: analisi delle componenti principali. Mixed factor vector AutoRegressive. Dati. Analisi empirica: risultati principali. Un’analisi a confronto: MIFAVAR vs QFVAR.Analisi di robustezza.
References
Bibliografia: pp. 68-70.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Outstanding Thesis: | Department of Economics and Finance |
| Chair: | Econometria per la finanza |
| Thesis Supervisor: | Carlini, Federico Carlo Eugenio |
| Thesis Co-Supervisor: | Santucci de Magistris, Paolo |
| Academic Year: | 2022/2023 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 23 Jan 2024 16:06 |
| Last Modified: | 15 May 2024 07:18 |
| URI: | https://tesi.luiss.it/id/eprint/37685 |
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