Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Ping Wu
| Year of publication: |
2024
|
|---|---|
| Authors: | Wu, Ping |
| Subject: | Bayesian | Factor stochastic volatility | Global business cycle | Sparsification | Unobserved components models | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Konjunktur | Business cycle | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2023.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014547224