Real-time forecasting using mixed-frequency VARs with time-varying parameters
Markus Heinrich, Magnus Reif
| Year of publication: |
2025
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|---|---|
| Authors: | Heinrich, Markus ; Reif, Magnus |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 7, p. 2055-2066
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| Subject: | Bayesian methods | forecasting | mixed-frequency models | nowcasting | time-varying parameters | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Wirtschaftsprognose | Economic forecast | Bayes-Statistik | Bayesian inference | Theorie | Theory | Schätzung | Estimation | Zustandsraummodell | State space model | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3276 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015464761