Bayesian bi-level sparse group regressions for macroeconomic density forecasting
Matteo Mogliani, Anna Simoni
| Alternative title: | Bayesian Bi-Level Sparse Group Regressions For Macroeconomic Forecasting |
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| Year of publication: |
[2025]
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| Authors: | Mogliani, Matteo ; Simoni, Anna |
| Publisher: |
Palaiseau, France : Center for Research in Economics and Statistics |
| Subject: | Density forecasts | Data-rich environment | nonlinearities | posterior predictive distribution | Posterior contraction | Spike-and-slab prior | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Statistische Verteilung | Statistical distribution | Theorie | Theory | Regressionsanalyse | Regression analysis | Statistische Methodenlehre | Statistical theory |
| Extent: | 1 Online-Ressource (circa 37 Seiten) |
|---|---|
| Series: | Working paper series. - Palaiseau : CREST, Center for Research in Economics and Statistics, ZDB-ID 3073733-3. - Vol. 2025, no. 12 (septembre 2025) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | An earlier version of this paper circulated under the title "Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting" |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015455139