Real-time forecasting with a (standard) mixed-frequency VAR during a pandemic
Frank Schorfheide, Dongho Song
| Year of publication: |
July 2020 ; This version: July 6, 2020
|
|---|---|
| Authors: | Schorfheide, Frank ; Song, Dongho |
| Publisher: |
Philadelphia, PA : Research Department, Federal Reserve Bank of Philadelphia |
| Subject: | Bayesian inference | COVID-19 | Macroeconomic Forecasting | Minnesota Prior | Real-time data | Vector autoregressions | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Bayes-Statistik | Coronavirus | Wirtschaftsprognose | Economic forecast | Frühindikator | Leading indicator | Epidemie | Epidemic | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
freely available