999 resultados para United States. Office of Refugee Resettlement


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"A United States Department of Commerce publication."

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Mode of access: Internet.

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Recorded in Indian communities by Willard Rhodes, with the cooperation of the United States Office of Indian Affairs.

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Many macroeconomic series, such as U.S. real output growth, are sampled quarterly, although potentially useful predictors are often observed at a higher frequency. We look at whether a mixed data-frequency sampling (MIDAS) approach can improve forecasts of output growth. The MIDAS specification used in the comparison uses a novel way of including an autoregressive term. We find that the use of monthly data on the current quarter leads to significant improvement in forecasting current and next quarter output growth, and that MIDAS is an effective way to exploit monthly data compared with alternative methods.