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  • Search: isPartOf:"http://dx.doi.org/10.17016/FEDS.2015.066"
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Subject
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Bayes-Statistik 1 Bayesian inference 1 Business cycle 1 Dynamische Wirtschaftstheorie 1 Economic dynamics 1 Economic forecast 1 Factor analysis 1 Faktorenanalyse 1 Forecasting model 1 Konjunktur 1 Prognoseverfahren 1 Time series analysis 1 Wirtschaftsprognose 1 Zeitreihenanalyse 1
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Online availability
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Free 1
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Book / Working Paper 1
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English 1
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D'Agostino, Antonello 1 Giannone, Domenico 1 Lenza, Michele 1 Modugno, Michele 1
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http://dx.doi.org/10.17016/FEDS.2015.066 1
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ECONIS (ZBW) 1
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Nowcasting Business Cycles : A Bayesian Approach to Dynamic Heterogeneous Factor Models
D'Agostino, Antonello - 2015
We develop a framework for measuring and monitoring business cycles in real time. Following a long tradition in macroeconometrics, inference is based on a variety of indicators of economic activity, treated as imperfect measures of an underlying index of business cycle conditions. We extend...
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