Nowcasting with large Bayesian vector autoregressions
Jacopo Cimadomo, Domenico Giannone, Michele Lenza, Francesca Monti, Andrej Sokol
| Year of publication: |
2022
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|---|---|
| Authors: | Cimadomo, Jacopo ; Giannone, Domenico ; Lenza, Michele ; Monti, Francesca ; Sokol, Andrej |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 231.2022, 2, p. 500-519
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| Subject: | Big data | Scenario analysis | Mixed frequency | Real time | Business cycles | Nowcasting | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Big Data | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Szenariotechnik | Wirtschaftsprognose | Economic forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.04.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013464909