Using survey information for improving the density nowcasting of U.S. GDP
Cem Çakmakli and Hamza Demircan
| Year of publication: |
2023
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|---|---|
| Authors: | Çakmaklı, Cem ; Demircan, Hamza |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 3, p. 667-682
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| Subject: | Bayesian inference | Disagreement | Dynamic factor model | Predictive density evaluation | Stochastic volatility | Survey of professional forecasters | Prognoseverfahren | Forecasting model | USA | United States | Bayes-Statistik | Volatilität | Volatility | Schätzung | Estimation | Wirtschaftsprognose | Economic forecast | Stochastischer Prozess | Stochastic process | Theorie | Theory | Faktorenanalyse | Factor analysis | Bruttoinlandsprodukt | Gross domestic product |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2058000 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448419