2019-06-05–2019-06-07 - Barcelona, Universitat Pompeu Fabra (Spain) - Euro Area Business Cycle Network EABCN; Universitat …; …
This course covers methods designed to deal with prediction with “big data” in
macroeconomics, and to conduct structural analysis. The three main subjects of the course are:
- predictive regressions with big data ;
- Bayesian VARs, as a popular example of big data multivariate models, which...