Nowcasting in a pandemic using non-parametric mixed frequency VARs
Florian Huber, Gary Koop, Luca Onorante, Michael Pfarrhofer, Josef Schreiner
| Year of publication: |
2023
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|---|---|
| Authors: | Huber, Florian ; Koop, Gary ; Onorante, Luca ; Pfarrhofer, Michael ; Schreiner, Josef |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 232.2023, 1, p. 52-69
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| Subject: | Regression tree models | Bayesian | Macroeconomic forecasting | Vector autoregressions | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Bayes-Statistik | Bayesian inference | Theorie | Theory | Regressionsanalyse | Regression analysis | Coronavirus |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013472832