Bayesian nonparametric methods for macroeconomic forecasting
Massimiliano Marcellino, Michael Pfarrhofer
| Year of publication: |
[2024]
|
|---|---|
| Authors: | Marcellino, Massimiliano ; Pfarrhofer, Michael |
| Publisher: |
[Milano, Italy] : [BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Università Bocconi] |
| 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 |
freely available
| Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
|---|---|
| Series: | Working paper series : working paper. - [Milano], ZDB-ID 3012540-6. - Vol. n. 224 (June 2024) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015077624