每日新闻情绪与月度调查:用于即时预测消费者信心的混频动态因子模型
Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence
International Journal of Forecasting · 2021
被引 36
ABS 3
- Andres Algaba 通讯
- Samuel Borms
- Kris Boudt
- Brecht Verbeken
消费者信心即时预测混频数据情绪分析动态因子模型