Bayesian nonparametric methods for macroeconomic forecasting
Massimiliano Marcellino and Michael Pfarrhofer
| Year of publication: |
2024
|
|---|---|
| Authors: | Marcellino, Massimiliano ; Pfarrhofer, Michael |
| Published in: |
Handbook of research methods and applications in macroeconomic forecasting. - Cheltenham, UK : Edward Elgar Publishing, ISBN 978-1-0353-1005-0. - 2024, p. 90-125
|
| Subject: | Macroeconomic Forecasting | Bayesian Vector Autoregressions | Big Data | Machine Learning | Density Forecasts | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Wirtschaftsprognose | Economic forecast | Bayes-Statistik | Bayesian inference | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Big data | Zeitreihenanalyse | Time series analysis |
Online Resource