Macroeconomic forecasting in a multi-country context
Year of publication: |
2022
|
---|---|
Authors: | Bai, Yu ; Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano |
Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 37.2022, 6, p. 1230-1255
|
Subject: | hierarchical shrinkage | macroeconomic forecasting | multi-country VARs | scale mixtures of Normals priors | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Theorie | Theory | VAR-Modell | VAR model | Frühindikator | Leading indicator | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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