Nowcasting in a pandemic using non-parametric mixed frequency VARs
Year of publication: |
2023
|
---|---|
Authors: | Huber, Florian ; Koop, Gary ; Onorante, Luca ; Pfarrhofer, Michael ; Schreiner, Josef |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 232.2023, 1, p. 52-69
|
Subject: | Regression tree models | Bayesian | Macroeconomic forecasting | Vector autoregressions | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Wirtschaftsprognose | Economic forecast | Theorie | Theory | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Frühindikator | Leading indicator | Nichtparametrisches Verfahren | Nonparametric statistics |
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