Tail forecasting with multivariate bayesian additive regression trees
Todd Clark, Florian Huber, Gary Koop, Massimiliano Marcellino and Michael Pfarrhofer
| Year of publication: |
12 July 2022
|
|---|---|
| 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 | Wirtschaftsprognose | Economic forecast | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | VAR-Modell | VAR model | Regressionsanalyse | Regression analysis | Multiple Regression | Multiple regression | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Szenariotechnik |
| Extent: | 1 Online-Ressource (circa 63 Seiten) |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ISSN 2045-6573, 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 |
Persistent link: https://www.econbiz.de/10013281184