Incorporating short data into large mixed- frequency VARs for regional nowcasting
Year of publication: |
[2023]
|
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Authors: | Koop, Gary ; McIntyre, Stuart ; Mitchell, James ; Poon, Aubrey ; Wu, Ping |
Publisher: |
Glasgow : Department of Economics, University of Strathclyde |
Subject: | Regional data | Mixed-frequency data | Missing data | Nowcasting | Factors | Bayesian methods | Real-time data | Vector autoregressions | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Datenqualität | Data quality | Schätzung | Estimation | Statistische Methode | Statistical method | Schätztheorie | Estimation theory | Frühindikator | Leading indicator |
Extent: | 1 Online-Ressource |
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Series: | Strathclyde discussion papers in economics. - Glasgow : Business School, ZDB-ID 2272548-9. - Vol. no. 23, 11 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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