Bayesian nonparametric methods for macroeconomic forecasting
Year of publication: |
05 April 2024
|
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Authors: | Marcellino, Massimiliano ; Pfarrhofer, Michael |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | United States | euro area | Bayesian Additive Regression Trees | GaussianProcesses | multivariate time series analysis | structural breaks | Zeitreihenanalyse | Time series analysis | USA | Bayes-Statistik | Bayesian inference | Strukturbruch | Structural break | Eurozone | Euro area | Theorie | Theory | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis |
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