Forecasting using mixed-frequency VARs with time-varying parameters
Year of publication: |
2018
|
---|---|
Authors: | Heinrich, Markus ; Reif, Magnus |
Publisher: |
Munich : ifo Institute - Leibniz Institute for Economic Research at the University of Munich |
Subject: | Time-varying parameters | forecasting | mixed-frequency models | Bayesian methods |
Series: | ifo Working Paper ; 273 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1048228479 [GVK] hdl:10419/191278 [Handle] RePec:ces:ifowps:_273 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C53 - Forecasting and Other Model Applications ; c55 ; E32 - Business Fluctuations; Cycles |
Source: |
-
Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters
Heinrich, Markus, (2020)
-
Real-time forecasting using mixed-frequency VARs with time-varying parameters
Heinrich, Markus, (2020)
-
Forecasting using mixedfrequency VARs with time-varying parameters
Heinrich, Markus, (2018)
- More ...
-
Carstensen, Kai, (2017)
-
Heinrich, Markus, (2017)
-
Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model
Carstensen, Kai, (2019)
- More ...