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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