Nowcasting GDP with Payments
The study uses high frequency payment systems data to predict Nigeria's GDP, finding the Mixed Frequency VAR model to be the most precise, with promising results also from the Mixed Data Sampling models combined with principal component analysis.
Featured in No. 66 on 18 Sep 2024 ·
- Released
- 26 Jun 2024
- First featured
- No. 66 · 18 Sep 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4956446
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