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  • Search: subject:"Model shrinkage methods"
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Forecasting model 1 Inflation 1 Lasso-VAR 1 Mixed frequency Data 1 Model shrinkage methods 1 Nowcasting 1 Prognoseverfahren 1 Theorie 1 Theory 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Zeitreihenanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Aliaj, Tesi 1 Ciganovic, Milos 1 Tancioni, Massimiliano 1
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Journal of forecasting 1
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Nowcasting inflation with Lasso-regularized vector autoregressions and mixed frequency data
Aliaj, Tesi; Ciganovic, Milos; Tancioni, Massimiliano - In: Journal of forecasting 42 (2023) 3, pp. 464-480
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