Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Gary Koop, Stuart McIntyre, James Mitchell, Aubrey Poon
| Year of publication: |
2024
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|---|---|
| Authors: | Koop, Gary ; McIntyre, Stuart ; Mitchell, James ; Poon, Aubrey |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 2, p. 626-640
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| Subject: | Bayesian methods | Mixed frequency | Nowcasting | Real-time data | Regional data | Vector autoregressions | Prognoseverfahren | Forecasting model | Theorie | Theory | Aggregation | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.04.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014547190