Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity

Farrukh Javed, Tamás Kiss and Pär Österholm

Year of publication:	2022
Authors:	Javed, Farrukh ; Kiss, Tamás ; Österholm, Pär
Subject:	GARCH \| Kullback-Leibler divergence \| non-Gaussianity \| probability integral transform \| Theorie \| Theory \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis \| Prognoseverfahren \| Forecasting model \| Wirtschaftswachstum \| Economic growth \| Statistische Verteilung \| Statistical distribution \| Heteroskedastizität \| Heteroscedasticity

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