Tail forecasting with multivariate bayesian additive regression trees
Year of publication: |
12 July 2022
|
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Authors: | Clark, Todd E. ; Huber, Florian ; Koop, Gary ; Marcellino, Massimiliano ; Pfarrhofer, Michael |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Nonparametric VAR | regression trees | Macroeconomic forecasting | Scenario analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Nichtparametrisches Verfahren | Nonparametric statistics | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (circa 63 Seiten) |
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Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP17461 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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