A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
| dc.contributor.author | Salisu, Afees A. | |
| dc.contributor.author | Gupta, Rangan | |
| dc.contributor.author | Demirer, Riza | |
| dc.contributor.email | rangan.gupta@up.ac.za | en_US |
| dc.date.accessioned | 2023-06-02T06:43:56Z | |
| dc.date.available | 2023-06-02T06:43:56Z | |
| dc.date.issued | 2022-04 | |
| dc.description.abstract | Utilizing a mixed data sampling (MIDAS) approach, we show that a daily newspaper-based index of uncertainty associated with infectious diseases can be used to predict, both in- and out-of-samples, low-frequency movements of output growth for the United States (US). The predictability of monthly industrial production growth and quarterly real Gross Domestic Product (GDP) growth during the current period of heightened economic uncertainty due to the COVID-19 pandemic is likely to be of tremendous value to policymakers. | en_US |
| dc.description.department | Economics | en_US |
| dc.description.librarian | hj2023 | en_US |
| dc.description.uri | http://www.worldscientific.com/worldscinet/afe | en_US |
| dc.identifier.citation | Salisu, A.A., Gupta, R. & Demirer, R. 2022, 'A note on uncertainty due to infectious diseases and output growth of the United States: a mixed-frequency forecasting experiment', Annals of Financial Economics, vol. 17, no. 2, art. 2250009, doi : 10.1142/S2010495222500099. | en_US |
| dc.identifier.issn | 2010-4952 (print) | |
| dc.identifier.issn | 2010-4960 (online) | |
| dc.identifier.other | 10.1142/S2010495222500099 | |
| dc.identifier.uri | http://hdl.handle.net/2263/91007 | |
| dc.language.iso | en | en_US |
| dc.publisher | World Scientific Publishing | en_US |
| dc.rights | © 2022 World Scientific Publishing. | en_US |
| dc.subject | Mixed data sampling (MIDAS) | en_US |
| dc.subject | United States (US) | en_US |
| dc.subject | Gross domestic product (GDP) | en_US |
| dc.subject | Uncertainty | en_US |
| dc.subject | Infectious diseases related uncertainty | en_US |
| dc.subject | Output growth | en_US |
| dc.subject | Forecast | en_US |
| dc.title | A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment | en_US |
| dc.type | Postprint Article | en_US |